+85.0%
TGT vs MTSI
+110.2%
-25.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.0% |
| 7D | -0.6% | +4.9% | -5.5% | -0.4% |
| 30D | +9.5% | -11.6% | +21.1% | +9.2% |
| 3M | +32.3% | -24.1% | +56.3% | +32.3% |
| 6M | +37.0% | +32.4% | +4.6% | +35.8% |
| YTD | +71.0% | +60.4% | +10.6% | +66.1% |
| 1Y | +85.0% | +111.0% | -26.0% | +70.6% |
| All | +85.0% | +110.2% | -25.2% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling