-9.4%
TJX vs MSTU
-93.8%
+84.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.3% |
| 7D | -4.6% | -16.6% | +12.0% | -4.7% |
| 30D | -17.2% | +69.7% | -86.9% | -16.7% |
| 3M | -24.9% | -7.5% | -17.4% | -24.6% |
| 6M | -19.7% | -43.1% | +23.5% | -19.5% |
| YTD | -17.2% | -63.0% | +45.8% | -17.2% |
| 1Y | -9.4% | -93.8% | +84.4% | -11.3% |
| All | -9.4% | -93.8% | +84.4% | -11.3% |
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