+111.9%
TJX vs MSFU
+76.3%
+35.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.2% |
| 7D | -2.2% | -5.7% | +3.4% | -1.8% |
| 30D | -17.1% | +4.2% | -21.3% | -17.5% |
| 3M | -16.5% | +27.9% | -44.4% | -18.6% |
| 6M | -17.8% | +37.1% | -54.9% | -20.9% |
| YTD | -13.2% | -7.4% | -5.8% | -13.1% |
| 1Y | -5.2% | -19.6% | +14.4% | -3.6% |
| 3Y | +48.2% | +33.2% | +15.0% | +35.8% |
| All | +111.9% | +76.3% | +35.6% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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