+67.5%
MA vs TNA
-21.0%
+88.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -1.8% | +4.1% | -5.8% | -2.5% |
| 30D | +1.4% | -7.6% | +9.0% | +2.8% |
| 3M | +17.7% | +8.1% | +9.7% | +15.4% |
| 6M | +9.7% | +49.0% | -39.3% | -0.5% |
| YTD | +0.5% | +51.7% | -51.2% | -9.7% |
| 1Y | -2.1% | +59.6% | -61.7% | -13.8% |
| 3Y | +40.1% | +118.9% | -78.8% | +4.4% |
| 5Y | +67.5% | -19.2% | +86.7% | +46.3% |
| All | +67.5% | -21.0% | +88.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling