+210.0%
TGT vs MAS
+217.4%
-7.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +0.5% | -1.8% | +2.3% | +1.3% |
| 30D | +6.7% | +23.6% | -16.9% | -2.8% |
| 3M | +8.4% | +12.4% | -4.0% | +2.8% |
| 6M | +40.7% | +21.9% | +18.9% | +27.3% |
| YTD | +72.2% | +36.1% | +36.1% | +45.4% |
| 1Y | +86.2% | +39.5% | +46.7% | +55.3% |
| 3Y | +68.8% | +59.1% | +9.7% | +31.7% |
| 5Y | -25.2% | +44.4% | -69.6% | -40.5% |
| 10Y | +210.0% | +217.0% | -6.9% | +90.1% |
| All | +210.0% | +217.4% | -7.4% | +90.1% |
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