+803.2%
MS vs TNA
+74.0%
+729.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +1.0% |
| 7D | +1.7% | -3.6% | +5.3% | +2.9% |
| 30D | 0.0% | -10.1% | +10.1% | +3.5% |
| 3M | +3.0% | +2.7% | +0.3% | +1.5% |
| 6M | +35.7% | +38.4% | -2.7% | +19.2% |
| YTD | +23.3% | +45.4% | -22.1% | +6.0% |
| 1Y | +44.7% | +55.9% | -11.3% | +19.8% |
| 3Y | +178.0% | +109.8% | +68.2% | +86.7% |
| 5Y | +143.2% | -22.5% | +165.7% | +101.9% |
| 10Y | +803.2% | +87.5% | +715.6% | +261.6% |
| All | +803.2% | +74.0% | +729.2% | +261.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling