+42.9%
TNA vs MAS
+217.0%
-174.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -0.2% |
| 7D | -0.5% | +3.6% | -4.1% | -4.9% |
| 30D | -0.7% | +23.8% | -24.5% | -27.6% |
| 3M | -21.5% | +14.4% | -35.9% | -36.2% |
| 6M | -11.2% | +19.7% | -31.0% | -35.0% |
| YTD | +27.0% | +36.0% | -9.0% | -27.1% |
| 1Y | +28.0% | +40.4% | -12.3% | -30.1% |
| 3Y | +142.9% | +58.9% | +84.0% | +16.9% |
| 5Y | -42.6% | +44.5% | -87.1% | -64.4% |
| All | +42.9% | +217.0% | -174.1% | -62.8% |
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