-2.2%
MA vs TGT
+79.1%
-81.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -3.5% | -3.6% | +0.1% | -3.1% |
| 30D | +0.8% | +4.4% | -3.6% | +0.3% |
| 3M | +14.8% | +25.4% | -10.6% | +11.9% |
| 6M | +10.0% | +33.4% | -23.4% | +5.9% |
| YTD | -0.1% | +65.6% | -65.7% | -7.8% |
| 1Y | -2.2% | +80.3% | -82.5% | -12.1% |
| All | -2.2% | +79.1% | -81.4% | -12.1% |
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