-24.0%
TGT vs MAS
+47.3%
-71.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.2% | +2.5% |
| 7D | +4.7% | +3.3% | +1.5% | +3.2% |
| 30D | +8.0% | +25.5% | -17.5% | -3.3% |
| 3M | +11.7% | +11.8% | -0.1% | +5.5% |
| 6M | +34.7% | +21.3% | +13.4% | +20.6% |
| YTD | +74.4% | +37.7% | +36.6% | +42.3% |
| 1Y | +89.2% | +41.0% | +48.2% | +52.2% |
| 3Y | +73.4% | +63.0% | +10.4% | +25.9% |
| 5Y | -24.0% | +44.1% | -68.1% | -42.4% |
| All | -24.0% | +47.3% | -71.3% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling