+32.7%
TNA vs MAS
+215.0%
-182.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.4% |
| 7D | +3.7% | +3.0% | +0.7% | -0.3% |
| 30D | +4.4% | +22.4% | -18.0% | -22.6% |
| 3M | -26.7% | +14.5% | -41.1% | -40.3% |
| 6M | -12.8% | +27.1% | -40.0% | -41.4% |
| YTD | +22.7% | +35.8% | -13.1% | -29.4% |
| 1Y | +35.7% | +39.4% | -3.7% | -25.2% |
| 3Y | +134.6% | +60.3% | +74.3% | +11.4% |
| 5Y | -46.0% | +39.4% | -85.4% | -64.5% |
| All | +32.7% | +215.0% | -182.4% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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