-19.5%
CCJ vs MOS
-7.3%
-12.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +3.7% | +5.5% | -1.8% | +2.4% |
| 30D | -13.7% | +21.0% | -34.7% | -17.9% |
| 3M | -24.7% | -0.5% | -24.3% | -24.3% |
| 6M | -38.1% | +6.6% | -44.7% | -39.5% |
| YTD | -18.8% | -2.8% | -16.0% | -18.0% |
| 1Y | -19.5% | -8.1% | -11.5% | -17.8% |
| All | -19.5% | -7.3% | -12.2% | -17.8% |
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 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