+203.4%
TGT vs MSI
+601.8%
-398.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -5.0% | -1.8% | -3.3% | -4.5% |
| 30D | +3.0% | -0.6% | +3.7% | +3.3% |
| 3M | +22.6% | +13.0% | +9.6% | +17.4% |
| 6M | +31.2% | +0.5% | +30.7% | +30.1% |
| YTD | +63.7% | +21.7% | +42.0% | +51.4% |
| 1Y | +78.5% | -2.6% | +81.1% | +78.2% |
| 3Y | +40.5% | +69.7% | -29.1% | +11.6% |
| 5Y | -25.6% | +102.8% | -128.4% | -45.5% |
| All | +203.4% | +601.8% | -398.4% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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