-44.2%
TNA vs MAS
+47.3%
-91.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.5% | +5.1% | +3.4% |
| 7D | +2.3% | +3.3% | -1.0% | -1.7% |
| 30D | +1.4% | +25.5% | -24.1% | -26.4% |
| 3M | -21.1% | +11.8% | -32.8% | -33.1% |
| 6M | -9.4% | +21.3% | -30.7% | -34.0% |
| YTD | +29.6% | +37.7% | -8.1% | -26.3% |
| 1Y | +34.6% | +41.0% | -6.4% | -26.4% |
| 3Y | +155.9% | +63.0% | +92.9% | +16.4% |
| 5Y | -44.2% | +44.1% | -88.3% | -65.1% |
| All | -44.2% | +47.3% | -91.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling