+201.6%
TGT vs MSI
+664.3%
-462.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +2.6% | +3.2% | -0.6% | +1.6% |
| 30D | +4.7% | +17.6% | -12.9% | -0.9% |
| 3M | +4.6% | +14.5% | -10.0% | -0.1% |
| 6M | +34.9% | +34.3% | +0.6% | +21.7% |
| YTD | +70.9% | +39.7% | +31.2% | +50.8% |
| 1Y | +84.4% | +40.2% | +44.2% | +62.4% |
| 3Y | +69.1% | +77.1% | -8.0% | +33.0% |
| 5Y | -26.9% | +124.0% | -151.0% | -48.4% |
| All | +201.6% | +664.3% | -462.7% | +65.9% |
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