+216.7%
TGT vs MAS
+137.9%
+78.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.5% |
| 7D | +0.8% | -0.8% | +1.5% | +1.0% |
| 30D | +12.2% | -5.6% | +17.8% | +14.8% |
| 3M | +33.8% | +4.4% | +29.3% | +29.9% |
| 6M | +39.3% | +7.2% | +32.1% | +32.3% |
| YTD | +72.9% | +16.1% | +56.7% | +56.9% |
| 1Y | +84.6% | +0.1% | +84.5% | +79.4% |
| 3Y | +46.2% | +28.3% | +17.9% | +25.6% |
| 5Y | -21.3% | +30.5% | -51.8% | -34.1% |
| All | +216.7% | +137.9% | +78.8% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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