+6,242.0%
TGT vs MSI
+4,035.2%
+2,206.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +0.8% | -3.7% | +4.5% | +1.7% |
| 30D | +12.2% | +6.8% | +5.4% | +10.2% |
| 3M | +33.8% | +14.3% | +19.5% | +29.1% |
| 6M | +39.3% | -1.6% | +40.9% | +39.1% |
| YTD | +72.9% | +22.8% | +50.1% | +62.9% |
| 1Y | +84.6% | -1.1% | +85.7% | +83.4% |
| 3Y | +46.2% | +70.5% | -24.2% | +25.2% |
| 5Y | -21.3% | +102.8% | -124.1% | -35.8% |
| 10Y | +213.5% | +597.4% | -383.9% | +85.0% |
| All | +6,242.0% | +4,035.2% | +2,206.8% | +1,544.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling