+22.5%
MA vs TGT
+86.7%
-64.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.6% | -1.7% | +3.2% |
| 7D | +10.2% | +9.5% | +0.7% | +9.1% |
| 30D | +19.3% | +6.6% | +12.7% | +18.4% |
| 3M | +18.0% | +11.0% | +7.0% | +16.6% |
| 6M | +33.7% | +29.9% | +3.8% | +30.1% |
| YTD | +18.6% | +71.4% | -52.9% | +10.0% |
| 1Y | +22.5% | +88.6% | -66.1% | +10.9% |
| All | +22.5% | +86.7% | -64.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling