+59.2%
TGT vs MTSI
+181.3%
-122.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -0.2% |
| 7D | +2.6% | -10.0% | +12.6% | +3.0% |
| 30D | +5.0% | -37.2% | +42.2% | +7.3% |
| 3M | +8.5% | -30.1% | +38.6% | +9.8% |
| 6M | +23.8% | -31.9% | +55.7% | +24.3% |
| YTD | +66.5% | +23.2% | +43.3% | +52.3% |
| 1Y | +84.9% | +26.4% | +58.5% | +68.0% |
| 3Y | +59.2% | +186.2% | -126.9% | +22.0% |
| All | +59.2% | +181.3% | -122.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling