+3,014.8%
MS vs TNA
+1,004.3%
+2,010.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -0.3% | -4.9% | +4.7% | +1.6% |
| 3M | +0.3% | +0.4% | -0.1% | -0.8% |
| 6M | +31.3% | +32.5% | -1.2% | +14.3% |
| YTD | +24.7% | +53.7% | -29.1% | +1.7% |
| 1Y | +47.9% | +65.1% | -17.2% | +15.1% |
| 3Y | +178.3% | +98.4% | +79.9% | +75.0% |
| 5Y | +144.9% | -22.5% | +167.4% | +90.7% |
| 10Y | +804.5% | +82.5% | +722.0% | +215.7% |
| All | +3,014.8% | +1,004.3% | +2,010.5% | +87.2% |
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