+84.9%
TGT vs MAS
+32.5%
+52.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +2.6% | +2.4% | +0.3% | +2.2% |
| 30D | +5.0% | +19.8% | -14.9% | +1.4% |
| 3M | +8.5% | +9.8% | -1.3% | +6.3% |
| 6M | +23.8% | +15.8% | +8.0% | +19.6% |
| YTD | +66.5% | +31.8% | +34.7% | +48.3% |
| 1Y | +84.9% | +35.4% | +49.5% | +61.6% |
| All | +84.9% | +32.5% | +52.4% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling