+794.2%
MS vs TGT
+212.5%
+581.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | 0.0% | +9.5% | -9.6% | -2.9% |
| 3M | +2.4% | +32.3% | -29.8% | -6.7% |
| 6M | +36.4% | +37.0% | -0.6% | +22.4% |
| YTD | +23.8% | +71.0% | -47.2% | +3.3% |
| 1Y | +48.6% | +85.0% | -36.4% | +20.4% |
| 3Y | +179.1% | +46.8% | +132.3% | +131.5% |
| 5Y | +144.8% | -22.7% | +167.6% | +145.9% |
| 10Y | +794.2% | +216.3% | +577.9% | +446.1% |
| All | +794.2% | +212.5% | +581.7% | +446.1% |
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 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