+41.8%
TGT vs MKSI
+190.8%
-149.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -5.2% | +2.7% | -7.9% | -5.6% |
| 30D | +1.2% | -12.8% | +14.0% | +3.0% |
| 3M | +18.4% | -22.5% | +40.9% | +20.6% |
| 6M | +33.4% | +19.4% | +14.1% | +23.5% |
| YTD | +63.8% | +67.7% | -3.9% | +39.4% |
| 1Y | +77.2% | +131.4% | -54.2% | +37.9% |
| 3Y | +41.8% | +197.3% | -155.5% | -11.8% |
| All | +41.8% | +190.8% | -149.0% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling