-20.8%
TGT vs MTSI
+320.9%
-341.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.2% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +12.2% | +2.1% | +10.1% | +11.1% |
| 3M | +33.8% | -29.7% | +63.5% | +40.0% |
| 6M | +39.3% | +12.5% | +26.8% | +31.5% |
| YTD | +72.9% | +57.0% | +15.8% | +50.6% |
| 1Y | +84.6% | +103.9% | -19.4% | +49.9% |
| 3Y | +46.2% | +223.6% | -177.3% | -0.8% |
| All | -20.8% | +320.9% | -341.7% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling