+1,046.6%
CCJ vs MAS
+137.9%
+908.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +6.9% | -5.6% | +12.4% | +8.7% |
| 3M | -11.6% | +4.4% | -16.1% | -13.2% |
| 6M | -16.2% | +7.2% | -23.4% | -18.4% |
| YTD | +10.1% | +16.1% | -6.0% | +4.2% |
| 1Y | +32.3% | +0.1% | +32.2% | +30.3% |
| 3Y | +171.3% | +28.3% | +143.0% | +141.2% |
| 5Y | +372.4% | +30.5% | +341.9% | +309.8% |
| All | +1,046.6% | +137.9% | +908.7% | +711.7% |
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