+203.6%
TGT vs MKSI
+524.1%
-320.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -5.2% | +2.7% | -7.9% | -5.8% |
| 30D | +1.2% | -12.8% | +14.0% | +3.7% |
| 3M | +18.4% | -22.5% | +40.9% | +21.8% |
| 6M | +33.4% | +19.4% | +14.1% | +23.2% |
| YTD | +63.8% | +67.7% | -3.9% | +38.3% |
| 1Y | +77.2% | +131.4% | -54.2% | +36.7% |
| 3Y | +41.8% | +197.3% | -155.5% | -2.9% |
| 5Y | -25.5% | +87.0% | -112.5% | -45.3% |
| All | +203.6% | +524.1% | -320.5% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling