-25.0%
TGT vs MSI
+97.7%
-122.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -3.6% | -4.0% | +0.4% | -2.3% |
| 30D | +4.4% | -0.5% | +4.9% | +4.6% |
| 3M | +25.4% | +11.4% | +14.0% | +20.7% |
| 6M | +33.4% | +1.0% | +32.4% | +32.3% |
| YTD | +65.6% | +20.7% | +44.9% | +53.2% |
| 1Y | +80.3% | -2.7% | +83.0% | +80.5% |
| 3Y | +42.1% | +68.2% | -26.1% | +6.4% |
| 5Y | -25.0% | +100.0% | -125.0% | -51.7% |
| All | -25.0% | +97.7% | -122.7% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling