+393.2%
TGT vs MSCI
+2,756.4%
-2,363.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +12.2% | +0.6% | +11.6% | +12.0% |
| 3M | +33.8% | -7.1% | +40.9% | +36.1% |
| 6M | +39.3% | +0.8% | +38.5% | +37.9% |
| YTD | +72.9% | +1.0% | +71.9% | +70.2% |
| 1Y | +84.6% | +4.3% | +80.2% | +79.3% |
| 3Y | +46.2% | +9.9% | +36.3% | +37.9% |
| 5Y | -21.3% | -6.8% | -14.6% | -23.7% |
| 10Y | +213.5% | +614.7% | -401.1% | +61.5% |
| All | +393.2% | +2,756.4% | -2,363.2% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling