+693.3%
TGT vs MKSI
+2,175.0%
-1,481.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -5.0% | +4.9% | -9.9% | -6.0% |
| 30D | +3.0% | -11.0% | +14.0% | +5.1% |
| 3M | +22.6% | -17.1% | +39.7% | +24.3% |
| 6M | +31.2% | +16.4% | +14.8% | +23.1% |
| YTD | +63.7% | +64.3% | -0.6% | +42.1% |
| 1Y | +78.5% | +137.7% | -59.2% | +42.0% |
| 3Y | +40.5% | +189.1% | -148.6% | +2.9% |
| 5Y | -25.6% | +83.1% | -108.7% | -41.7% |
| 10Y | +204.7% | +509.4% | -304.6% | +75.6% |
| All | +693.3% | +2,175.0% | -1,481.7% | +189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling