+960.0%
TNA vs MAS
+1,581.5%
-621.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.2% | -9.3% |
| 7D | -14.0% | +4.6% | -18.6% | -18.6% |
| 30D | -12.5% | +19.9% | -32.3% | -30.6% |
| 3M | -28.8% | +8.9% | -37.7% | -36.7% |
| 6M | -18.4% | +20.2% | -38.6% | -37.3% |
| YTD | +15.1% | +33.9% | -18.8% | -25.2% |
| 1Y | +14.7% | +34.7% | -20.0% | -25.9% |
| 3Y | +99.7% | +60.4% | +39.3% | +12.8% |
| 5Y | -50.9% | +43.5% | -94.3% | -64.0% |
| 10Y | +71.6% | +226.7% | -155.1% | -39.7% |
| All | +960.0% | +1,581.5% | -621.5% | -45.1% |
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 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