+386.0%
TGT vs MSCI
+3,147.7%
-2,761.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +2.6% | -0.7% | +3.3% | +2.8% |
| 30D | +6.6% | +16.2% | -9.6% | +2.0% |
| 3M | +5.2% | +16.1% | -10.9% | +0.6% |
| 6M | +35.3% | +12.9% | +22.4% | +29.7% |
| YTD | +70.3% | +14.8% | +55.5% | +61.3% |
| 1Y | +81.2% | +13.8% | +67.4% | +72.0% |
| 3Y | +66.9% | +31.2% | +35.7% | +49.4% |
| 5Y | -27.2% | +5.6% | -32.7% | -31.9% |
| 10Y | +206.6% | +806.4% | -599.8% | +47.4% |
| All | +386.0% | +3,147.7% | -2,761.7% | +39.9% |
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