+216.7%
TGT vs MAS
+214.9%
+1.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | +2.6% | +2.4% | +0.3% | +1.6% |
| 30D | +5.0% | +19.8% | -14.9% | -3.1% |
| 3M | +8.5% | +9.8% | -1.3% | +3.9% |
| 6M | +23.8% | +15.8% | +8.0% | +14.5% |
| YTD | +66.5% | +31.8% | +34.7% | +42.6% |
| 1Y | +84.9% | +35.4% | +49.5% | +56.2% |
| 3Y | +59.2% | +59.2% | 0.0% | +24.0% |
| 5Y | -27.2% | +41.2% | -68.4% | -41.5% |
| All | +216.7% | +214.9% | +1.8% | +95.8% |
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