+46.8%
TGT vs MSI
+69.3%
-22.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -0.6% | -5.8% | +5.1% | +0.2% |
| 30D | +9.5% | -1.0% | +10.5% | +9.7% |
| 3M | +32.3% | +14.2% | +18.1% | +29.8% |
| 6M | +37.0% | +1.0% | +36.0% | +36.8% |
| YTD | +71.0% | +21.5% | +49.6% | +65.3% |
| 1Y | +85.0% | -2.1% | +87.2% | +84.9% |
| 3Y | +46.8% | +69.3% | -22.5% | +24.1% |
| All | +46.8% | +69.3% | -22.4% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling