+312.2%
TGT vs MTSI
+1,004.6%
-692.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -0.9% |
| 7D | +2.6% | -10.0% | +12.6% | +3.5% |
| 30D | +5.0% | -37.2% | +42.2% | +9.6% |
| 3M | +8.5% | -30.1% | +38.6% | +11.3% |
| 6M | +23.8% | -31.9% | +55.7% | +25.9% |
| YTD | +66.5% | +23.2% | +43.3% | +56.0% |
| 1Y | +84.9% | +26.4% | +58.5% | +72.3% |
| 3Y | +59.2% | +186.2% | -126.9% | +30.8% |
| 5Y | -27.2% | +187.0% | -214.2% | -41.1% |
| 10Y | +221.5% | +460.4% | -238.9% | +124.6% |
| All | +312.2% | +1,004.6% | -692.4% | +177.0% |
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 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