-5.2%
TJX vs MSTU
-92.8%
+87.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | -2.2% | +21.3% | -23.6% | -2.0% |
| 30D | -17.1% | +90.8% | -108.0% | -16.5% |
| 3M | -16.5% | -6.8% | -9.7% | -16.0% |
| 6M | -17.8% | -39.8% | +22.0% | -17.6% |
| YTD | -13.2% | -55.7% | +42.5% | -13.1% |
| 1Y | -5.2% | -92.7% | +87.5% | -7.4% |
| All | -5.2% | -92.8% | +87.6% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling