+1,583.6%
CCJ vs MAS
+1,000.9%
+582.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | -11.6% | +4.4% | -16.1% | -13.1% |
| 6M | -16.2% | +7.2% | -23.4% | -18.3% |
| YTD | +10.1% | +16.1% | -6.0% | +4.4% |
| 1Y | +32.3% | +0.1% | +32.2% | +30.6% |
| 3Y | +171.3% | +28.3% | +143.0% | +143.5% |
| 5Y | +372.4% | +30.5% | +341.9% | +315.7% |
| 10Y | +1,070.0% | +139.1% | +930.9% | +729.6% |
| All | +1,583.6% | +1,000.9% | +582.8% | +614.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling