+216.3%
TGT vs MTSI
+529.6%
-313.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.3% |
| 7D | -0.6% | +4.9% | -5.5% | -1.3% |
| 30D | +9.5% | -11.6% | +21.1% | +11.0% |
| 3M | +32.3% | -24.1% | +56.3% | +35.8% |
| 6M | +37.0% | +32.4% | +4.6% | +28.7% |
| YTD | +71.0% | +60.4% | +10.6% | +55.1% |
| 1Y | +85.0% | +111.0% | -26.0% | +60.0% |
| 3Y | +46.8% | +246.1% | -199.3% | +14.9% |
| 5Y | -22.7% | +340.3% | -363.1% | -42.5% |
| 10Y | +216.3% | +539.5% | -323.3% | +92.4% |
| All | +216.3% | +529.6% | -313.3% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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