+122.9%
MS vs TGT
-27.7%
+150.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +5.1% | +2.6% | +2.4% | +4.4% |
| 30D | +5.7% | +4.7% | +1.0% | +4.4% |
| 3M | -12.2% | +4.6% | -16.7% | -13.4% |
| 6M | -0.5% | +34.9% | -35.4% | -9.0% |
| YTD | +9.8% | +70.9% | -61.1% | -6.3% |
| 1Y | +17.7% | +84.4% | -66.6% | -1.9% |
| 3Y | +176.8% | +69.1% | +107.7% | +121.4% |
| All | +122.9% | -27.7% | +150.6% | +142.3% |
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