+112.8%
TNA vs MAS
+58.7%
+54.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +4.6% |
| 7D | -7.0% | +2.4% | -9.3% | -9.4% |
| 30D | -6.4% | +19.8% | -26.3% | -25.2% |
| 3M | -25.7% | +9.8% | -35.5% | -34.2% |
| 6M | -19.7% | +15.8% | -35.5% | -35.5% |
| YTD | +18.3% | +31.8% | -13.6% | -24.9% |
| 1Y | +24.6% | +35.4% | -10.8% | -24.2% |
| 3Y | +112.8% | +59.2% | +53.6% | -12.7% |
| All | +112.8% | +58.7% | +54.1% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling