+211.8%
TGT vs MSCI
+789.3%
-577.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.3% |
| 7D | +5.5% | +2.7% | +2.8% | +4.7% |
| 30D | +6.0% | +16.2% | -10.2% | +1.3% |
| 3M | +8.0% | +17.1% | -9.1% | +2.8% |
| 6M | +32.3% | +13.0% | +19.3% | +26.6% |
| YTD | +71.3% | +15.8% | +55.5% | +61.4% |
| 1Y | +86.8% | +15.5% | +71.4% | +76.2% |
| 3Y | +67.9% | +32.3% | +35.5% | +48.7% |
| 5Y | -25.1% | +8.2% | -33.2% | -31.7% |
| 10Y | +211.8% | +800.7% | -588.9% | +75.4% |
| All | +211.8% | +789.3% | -577.5% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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