+569.6%
MA vs TGT
+214.1%
+355.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.8% | +0.5% | -2.2% | -1.9% |
| 30D | +11.0% | +6.7% | +4.4% | +9.4% |
| 3M | +17.9% | +8.4% | +9.4% | +15.5% |
| 6M | +33.2% | +40.7% | -7.6% | +22.6% |
| YTD | +16.5% | +72.2% | -55.8% | +1.8% |
| 1Y | +19.1% | +86.2% | -67.1% | +2.1% |
| 3Y | +70.6% | +68.8% | +1.7% | +43.3% |
| 5Y | +92.1% | -25.2% | +117.3% | +94.6% |
| 10Y | +569.6% | +210.0% | +359.5% | +393.0% |
| All | +569.6% | +214.1% | +355.5% | +393.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling