+174.8%
MS vs TNA
+139.4%
+35.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.6% | -6.5% | +0.1% |
| 7D | +0.7% | +2.3% | -1.6% | -0.2% |
| 30D | -0.9% | +1.4% | -2.3% | -1.7% |
| 3M | -13.0% | -21.1% | +8.1% | -6.9% |
| 6M | -2.0% | -9.4% | +7.4% | -0.3% |
| YTD | +7.8% | +29.6% | -21.9% | -3.0% |
| 1Y | +17.9% | +34.6% | -16.8% | +4.3% |
| 3Y | +174.8% | +155.9% | +18.9% | +87.5% |
| All | +174.8% | +139.4% | +35.4% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling