+3.2%
TJX vs MSTU
-88.0%
+91.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.3% | -5.2% | +5.2% |
| 7D | +4.6% | -4.8% | +9.4% | +4.6% |
| 30D | +7.7% | -29.6% | +37.3% | +7.6% |
| 3M | -7.8% | +69.4% | -77.2% | -7.3% |
| 6M | -5.8% | -62.2% | +56.5% | -5.2% |
| YTD | -4.9% | -61.1% | +56.2% | -4.7% |
| 1Y | +3.2% | -87.2% | +90.3% | +0.6% |
| All | +3.2% | -88.0% | +91.1% | +0.6% |
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