+9.6%
TGT vs MSTZ
-99.1%
+108.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.6% | -7.7% | -0.9% |
| 7D | -5.0% | +24.8% | -29.8% | -4.4% |
| 30D | +3.0% | -59.2% | +62.3% | +0.9% |
| 3M | +22.6% | -56.9% | +79.5% | +21.2% |
| 6M | +31.2% | -57.6% | +88.8% | +30.5% |
| YTD | +63.7% | -73.6% | +137.3% | +62.6% |
| 1Y | +78.5% | -15.6% | +94.1% | +87.1% |
| All | +9.6% | -99.1% | +108.7% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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