+766.3%
CCJ vs MAS
+214.3%
+552.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | +5.0% | +1.2% | +3.9% | +4.7% |
| 30D | -16.7% | +21.6% | -38.3% | -21.7% |
| 3M | -27.5% | +14.1% | -41.6% | -30.6% |
| 6M | -38.6% | +22.6% | -61.2% | -42.8% |
| YTD | -21.5% | +35.4% | -57.0% | -29.5% |
| 1Y | -22.3% | +37.5% | -59.8% | -30.5% |
| 3Y | +69.9% | +58.3% | +11.6% | +41.1% |
| 5Y | +163.6% | +39.1% | +124.5% | +123.6% |
| All | +766.3% | +214.3% | +552.1% | +465.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling