+145.1%
MS vs TGT
-21.2%
+166.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | -0.3% | +12.2% | -12.4% | -3.3% |
| 3M | +0.3% | +33.8% | -33.5% | -7.7% |
| 6M | +31.3% | +39.3% | -8.0% | +19.1% |
| YTD | +24.7% | +72.9% | -48.2% | +6.1% |
| 1Y | +47.9% | +84.6% | -36.6% | +23.1% |
| 3Y | +178.3% | +46.2% | +132.1% | +134.3% |
| All | +145.1% | -21.2% | +166.3% | +148.9% |
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 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