+144.8%
MS vs TNA
-21.0%
+165.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +2.5% | +4.1% | -1.6% | +1.2% |
| 30D | 0.0% | -7.6% | +7.6% | +2.3% |
| 3M | +2.4% | +8.1% | -5.6% | -0.4% |
| 6M | +36.4% | +49.0% | -12.6% | +19.0% |
| YTD | +23.8% | +51.7% | -27.9% | +7.1% |
| 1Y | +48.6% | +59.6% | -11.0% | +25.2% |
| 3Y | +179.1% | +118.9% | +60.3% | +96.2% |
| 5Y | +144.8% | -19.2% | +164.0% | +100.3% |
| All | +144.8% | -21.0% | +165.8% | +100.3% |
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