-20.8%
TNA vs MAS
+32.0%
-52.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -1.8% |
| 7D | -0.1% | -0.8% | +0.7% | +1.0% |
| 30D | -4.9% | -5.6% | +0.7% | +2.5% |
| 3M | +0.4% | +4.4% | -4.1% | -9.3% |
| 6M | +32.5% | +7.2% | +25.3% | +13.7% |
| YTD | +53.7% | +16.1% | +37.6% | +12.5% |
| 1Y | +65.1% | +0.1% | +65.0% | +51.9% |
| 3Y | +98.4% | +28.3% | +70.1% | +31.9% |
| All | -20.8% | +32.0% | -52.8% | -43.8% |
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 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