+1,316.1%
TNA vs MAS
+1,358.2%
-42.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -1.5% |
| 7D | -0.1% | -0.8% | +0.7% | +0.9% |
| 30D | -4.9% | -5.6% | +0.7% | +1.8% |
| 3M | +0.4% | +4.4% | -4.1% | -7.5% |
| 6M | +32.5% | +7.2% | +25.3% | +17.5% |
| YTD | +53.7% | +16.1% | +37.6% | +20.3% |
| 1Y | +65.1% | +0.1% | +65.0% | +56.1% |
| 3Y | +98.4% | +28.3% | +70.1% | +50.1% |
| 5Y | -22.5% | +30.5% | -52.9% | -35.9% |
| 10Y | +82.5% | +139.1% | -56.6% | -6.9% |
| All | +1,316.1% | +1,358.2% | -42.1% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling