+157.0%
CCJ vs MOS
-32.4%
+189.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -7.3% | +21.6% | -28.9% | -13.5% |
| 30D | -20.0% | +12.0% | -31.9% | -23.4% |
| 3M | -23.8% | -3.9% | -20.0% | -23.6% |
| 6M | -42.4% | -3.3% | -39.1% | -42.7% |
| YTD | -22.1% | -4.6% | -17.4% | -22.9% |
| 1Y | -20.8% | -7.0% | -13.9% | -21.2% |
| 3Y | +75.7% | -24.4% | +100.2% | +78.4% |
| All | +157.0% | -32.4% | +189.3% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling