+5,991.7%
TGT vs MAS
+1,664.8%
+4,326.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.3% | -2.0% |
| 7D | +4.0% | +4.6% | -0.5% | +2.5% |
| 30D | +2.3% | +19.9% | -17.5% | -3.9% |
| 3M | +7.8% | +8.9% | -1.1% | +4.5% |
| 6M | +24.7% | +20.2% | +4.6% | +16.1% |
| YTD | +66.0% | +33.9% | +32.2% | +47.1% |
| 1Y | +78.8% | +34.7% | +44.1% | +58.0% |
| 3Y | +56.2% | +60.4% | -4.2% | +29.6% |
| 5Y | -27.4% | +43.5% | -70.9% | -37.9% |
| 10Y | +220.5% | +226.7% | -6.2% | +102.2% |
| All | +5,991.7% | +1,664.8% | +4,326.9% | +1,674.8% |
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