+28.0%
TNA vs MAS
+39.0%
-10.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.0% |
| 7D | -0.5% | +3.6% | -4.1% | -2.6% |
| 30D | -0.7% | +23.8% | -24.5% | -15.3% |
| 3M | -21.5% | +14.4% | -35.9% | -28.9% |
| 6M | -11.2% | +19.7% | -31.0% | -23.9% |
| YTD | +27.0% | +36.0% | -9.0% | -9.0% |
| 1Y | +28.0% | +40.4% | -12.3% | -12.1% |
| All | +28.0% | +39.0% | -10.9% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling