+65.6%
TGT vs MAS
+53.3%
+12.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | +2.6% | +2.4% | +0.3% | +1.7% |
| 30D | +5.0% | +19.8% | -14.9% | -2.8% |
| 3M | +8.5% | +9.8% | -1.3% | +4.1% |
| 6M | +23.8% | +15.8% | +8.0% | +14.6% |
| YTD | +66.5% | +31.8% | +34.7% | +40.5% |
| 1Y | +84.9% | +35.4% | +49.5% | +53.4% |
| All | +65.6% | +53.3% | +12.2% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling