+30.0%
CCJ vs MSFU
-20.0%
+50.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | +4.2% | -2.3% | +6.5% | +4.5% |
| 30D | +3.2% | -6.3% | +9.4% | +4.0% |
| 3M | -1.8% | +40.0% | -41.8% | -7.5% |
| 6M | -13.5% | +30.1% | -43.6% | -18.9% |
| YTD | +9.7% | -10.3% | +20.1% | +13.3% |
| 1Y | +30.0% | -19.0% | +49.0% | +49.3% |
| All | +30.0% | -20.0% | +50.0% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling