+216.7%
TGT vs MAS
+213.7%
+3.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +2.6% | +2.0% | +0.7% | +1.8% |
| 30D | +5.0% | +19.4% | -14.4% | -2.9% |
| 3M | +8.5% | +9.4% | -0.9% | +4.1% |
| 6M | +23.8% | +15.3% | +8.4% | +14.7% |
| YTD | +66.5% | +31.3% | +35.2% | +42.8% |
| 1Y | +84.9% | +34.9% | +50.0% | +56.5% |
| 3Y | +59.2% | +58.6% | +0.6% | +24.2% |
| 5Y | -27.2% | +40.7% | -67.9% | -41.4% |
| All | +216.7% | +213.7% | +3.0% | +96.1% |
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