+10.3%
TJX vs MSTU
-87.2%
+97.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.3% | -2.1% |
| 7D | -4.0% | +12.9% | -16.9% | -4.1% |
| 30D | -20.3% | +68.3% | -88.7% | -20.9% |
| 3M | -23.3% | +0.4% | -23.6% | -23.4% |
| 6M | -19.7% | -41.5% | +21.8% | -19.7% |
| YTD | -17.1% | -61.7% | +44.6% | -16.9% |
| 1Y | -8.8% | -93.7% | +84.9% | -5.9% |
| All | +10.3% | -87.2% | +97.5% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling