+32.3%
CCJ vs MOS
-17.5%
+49.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +0.7% | +9.5% | -8.8% | -2.0% |
| 30D | +6.9% | +10.4% | -3.6% | +3.7% |
| 3M | -11.6% | +12.9% | -24.5% | -15.1% |
| 6M | -16.2% | +1.2% | -17.5% | -17.3% |
| YTD | +10.1% | +9.3% | +0.8% | +6.6% |
| 1Y | +32.3% | -18.0% | +50.2% | +33.9% |
| All | +32.3% | -17.5% | +49.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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