+98.5%
TJX vs MOS
-7.1%
+105.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.5% |
| 7D | -3.3% | +7.1% | -10.3% | -3.6% |
| 30D | -19.9% | +15.0% | -34.9% | -20.5% |
| 3M | -19.0% | +24.1% | -43.1% | -20.2% |
| 6M | -18.6% | +2.7% | -21.3% | -18.9% |
| YTD | -15.3% | +12.2% | -27.5% | -16.4% |
| 1Y | -7.3% | -16.3% | +8.9% | -6.6% |
| 3Y | +46.6% | -23.3% | +69.9% | +47.2% |
| 5Y | +98.5% | -4.2% | +102.7% | +69.1% |
| All | +98.5% | -7.1% | +105.6% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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