+4,803.5%
MA vs TNA
+1,004.3%
+3,799.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +1.5% | -4.9% | +6.4% | +2.6% |
| 3M | +20.4% | +0.4% | +20.1% | +19.1% |
| 6M | +11.1% | +32.5% | -21.4% | +0.7% |
| YTD | +2.0% | +53.7% | -51.8% | -11.7% |
| 1Y | -2.2% | +65.1% | -67.3% | -17.9% |
| 3Y | +41.9% | +98.4% | -56.6% | +1.2% |
| 5Y | +75.4% | -22.5% | +97.8% | +45.4% |
| 10Y | +527.5% | +82.5% | +445.0% | +216.8% |
| All | +4,803.5% | +1,004.3% | +3,799.1% | +893.1% |
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