-25.9%
CCJ vs MAS
+40.8%
-66.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.9% | -2.9% |
| 7D | -14.5% | +14.2% | -28.7% | -18.1% |
| 30D | -18.1% | +26.8% | -44.9% | -24.5% |
| 3M | -23.0% | +13.1% | -36.1% | -26.3% |
| 6M | -39.4% | +27.9% | -67.3% | -44.8% |
| YTD | -21.7% | +38.7% | -60.3% | -32.5% |
| 1Y | -25.9% | +40.4% | -66.3% | -36.4% |
| All | -25.9% | +40.8% | -66.7% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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