+6,242.0%
TGT vs MAS
+1,430.5%
+4,811.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | +0.8% | -0.8% | +1.5% | +1.0% |
| 30D | +12.2% | -5.6% | +17.8% | +14.3% |
| 3M | +33.8% | +4.4% | +29.3% | +30.9% |
| 6M | +39.3% | +7.2% | +32.1% | +34.1% |
| YTD | +72.9% | +16.1% | +56.7% | +60.9% |
| 1Y | +84.6% | +0.1% | +84.5% | +80.9% |
| 3Y | +46.2% | +28.3% | +17.9% | +30.7% |
| 5Y | -21.3% | +30.5% | -51.8% | -30.5% |
| 10Y | +213.5% | +139.1% | +74.4% | +118.7% |
| All | +6,242.0% | +1,430.5% | +4,811.5% | +1,841.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling