+327.9%
TGT vs MTSI
+1,308.1%
-980.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +12.2% | +2.1% | +10.1% | +11.4% |
| 3M | +33.8% | -29.7% | +63.5% | +38.1% |
| 6M | +39.3% | +12.5% | +26.8% | +34.7% |
| YTD | +72.9% | +57.0% | +15.8% | +59.5% |
| 1Y | +84.6% | +103.9% | -19.4% | +63.9% |
| 3Y | +46.2% | +223.6% | -177.3% | +20.0% |
| 5Y | -21.3% | +321.6% | -342.9% | -38.3% |
| 10Y | +213.5% | +517.7% | -304.2% | +117.6% |
| All | +327.9% | +1,308.1% | -980.2% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling