+766.3%
CCJ vs MOS
-4.2%
+770.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.1% | -1.9% |
| 7D | +5.0% | -2.6% | +7.6% | +6.0% |
| 30D | -16.7% | +13.5% | -30.1% | -20.9% |
| 3M | -27.5% | -2.9% | -24.6% | -27.7% |
| 6M | -38.6% | -1.0% | -37.6% | -39.6% |
| YTD | -21.5% | -7.2% | -14.3% | -21.9% |
| 1Y | -22.3% | -11.4% | -10.9% | -21.6% |
| 3Y | +69.9% | -29.0% | +98.9% | +77.2% |
| 5Y | +163.6% | -34.0% | +197.6% | +172.5% |
| All | +766.3% | -4.2% | +770.5% | +616.8% |
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