+234.4%
CCJ vs MSFU
+71.2%
+163.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -3.2% | -6.9% | +3.8% | -1.4% |
| 30D | -1.3% | -5.1% | +3.8% | -0.2% |
| 3M | +2.5% | +44.6% | -42.1% | -9.1% |
| 6M | -18.9% | +32.8% | -51.7% | -27.5% |
| YTD | +6.5% | -10.1% | +16.5% | +6.0% |
| 1Y | +22.8% | -19.4% | +42.2% | +27.2% |
| 3Y | +164.5% | +26.2% | +138.3% | +131.3% |
| All | +234.4% | +71.2% | +163.1% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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