+150.1%
CCJ vs MSFU
+95.0%
+55.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -2.2% |
| 7D | +0.4% | +4.0% | -3.6% | -0.9% |
| 30D | -17.2% | -2.3% | -14.9% | -16.9% |
| 3M | -25.1% | +7.1% | -32.2% | -26.9% |
| 6M | -37.6% | +48.9% | -86.5% | -45.5% |
| YTD | -20.4% | +2.4% | -22.8% | -23.7% |
| 1Y | -22.5% | -8.1% | -14.4% | -23.0% |
| 3Y | +72.5% | +25.2% | +47.3% | +50.9% |
| All | +150.1% | +95.0% | +55.1% | +89.4% |
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