+5,433.1%
MA vs TNA
+790.3%
+4,642.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | 0.0% |
| 7D | -0.5% | +7.7% | -8.2% | -2.5% |
| 30D | +7.9% | -0.7% | +8.6% | +7.5% |
| 3M | +16.8% | -25.4% | +42.1% | +24.6% |
| 6M | +31.0% | -11.8% | +42.8% | +32.2% |
| YTD | +15.0% | +23.9% | -8.9% | +4.4% |
| 1Y | +17.0% | +25.6% | -8.6% | +5.3% |
| 3Y | +68.5% | +137.1% | -68.6% | +14.0% |
| 5Y | +85.0% | -45.4% | +130.4% | +67.9% |
| 10Y | +561.3% | +39.5% | +521.9% | +257.4% |
| All | +5,433.1% | +790.3% | +4,642.8% | +1,074.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling