+844.8%
CCJ vs MOS
+6.2%
+838.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.1% |
| 7D | +2.7% | +19.7% | -16.9% | -4.1% |
| 30D | -14.4% | +21.5% | -35.9% | -20.6% |
| 3M | -22.6% | -0.4% | -22.2% | -23.4% |
| 6M | -35.4% | +4.5% | -40.0% | -37.7% |
| YTD | -17.6% | -2.9% | -14.7% | -19.2% |
| 1Y | -18.1% | -7.7% | -10.4% | -18.6% |
| 3Y | +79.6% | -25.6% | +105.2% | +84.4% |
| 5Y | +175.3% | -31.2% | +206.4% | +180.7% |
| 10Y | +844.8% | +2.8% | +842.0% | +654.8% |
| All | +844.8% | +6.2% | +838.7% | +654.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling