+5,325.0%
MSCI vs TNA
+1,004.3%
+4,320.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +0.6% | -4.9% | +5.5% | +1.7% |
| 3M | -7.1% | +0.4% | -7.5% | -8.4% |
| 6M | +0.8% | +32.5% | -31.7% | -9.2% |
| YTD | +1.0% | +53.7% | -52.7% | -13.3% |
| 1Y | +4.3% | +65.1% | -60.8% | -13.6% |
| 3Y | +9.9% | +98.4% | -88.5% | -23.1% |
| 5Y | -6.8% | -22.5% | +15.7% | -22.1% |
| 10Y | +614.7% | +82.5% | +532.1% | +246.9% |
| All | +5,325.0% | +1,004.3% | +4,320.7% | +853.0% |
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