+67.5%
MA vs TGT
-21.7%
+89.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.2% |
| 7D | -1.8% | -0.6% | -1.1% | -1.6% |
| 30D | +1.4% | +9.5% | -8.1% | -0.4% |
| 3M | +17.7% | +32.3% | -14.5% | +11.2% |
| 6M | +9.7% | +37.0% | -27.4% | +2.6% |
| YTD | +0.5% | +71.0% | -70.5% | -10.4% |
| 1Y | -2.1% | +85.0% | -87.1% | -14.2% |
| 3Y | +40.1% | +46.8% | -6.7% | +23.6% |
| 5Y | +67.5% | -22.7% | +90.3% | +79.2% |
| All | +67.5% | -21.7% | +89.2% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling