+34.0%
TNA vs MAS
+214.3%
-180.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.2% |
| 7D | +7.7% | +1.2% | +6.5% | +6.1% |
| 30D | -0.7% | +21.6% | -22.3% | -25.6% |
| 3M | -25.4% | +14.1% | -39.5% | -39.0% |
| 6M | -11.8% | +22.6% | -34.4% | -37.6% |
| YTD | +23.9% | +35.4% | -11.5% | -28.4% |
| 1Y | +25.6% | +37.5% | -11.9% | -29.1% |
| 3Y | +137.1% | +58.3% | +78.8% | +14.8% |
| 5Y | -45.4% | +39.1% | -84.5% | -64.0% |
| All | +34.0% | +214.3% | -180.2% | -64.3% |
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