+825.2%
CCJ vs MAS
+214.9%
+610.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.9% | +4.8% |
| 7D | -7.3% | +2.4% | -9.6% | -8.1% |
| 30D | -20.0% | +19.8% | -39.8% | -24.5% |
| 3M | -23.8% | +9.8% | -33.7% | -26.3% |
| 6M | -42.4% | +15.8% | -58.2% | -45.4% |
| YTD | -22.1% | +31.8% | -53.9% | -29.4% |
| 1Y | -20.8% | +35.4% | -56.2% | -28.9% |
| 3Y | +75.7% | +59.2% | +16.5% | +45.3% |
| 5Y | +167.4% | +41.2% | +126.2% | +125.5% |
| All | +825.2% | +214.9% | +610.3% | +495.9% |
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