+391.4%
TGT vs MSCI
+3,197.7%
-2,806.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +0.5% | -1.9% | +2.4% | +1.0% |
| 30D | +6.7% | +16.5% | -9.8% | +2.0% |
| 3M | +8.4% | +18.2% | -9.8% | +3.1% |
| 6M | +40.7% | +14.0% | +26.7% | +34.5% |
| YTD | +72.2% | +16.6% | +55.6% | +62.4% |
| 1Y | +86.2% | +14.8% | +71.3% | +76.3% |
| 3Y | +68.8% | +33.3% | +35.6% | +50.3% |
| 5Y | -25.2% | +9.1% | -34.3% | -30.7% |
| 10Y | +210.0% | +820.4% | -610.3% | +48.3% |
| All | +391.4% | +3,197.7% | -2,806.2% | +40.8% |
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