+250.0%
CCJ vs MSFU
+72.2%
+177.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.8% |
| 7D | +5.9% | -3.2% | +9.1% | +6.8% |
| 30D | +4.7% | -3.1% | +7.8% | +5.3% |
| 3M | -3.3% | +35.3% | -38.6% | -12.5% |
| 6M | -7.0% | +31.6% | -38.6% | -16.7% |
| YTD | +11.5% | -9.5% | +21.0% | +10.8% |
| 1Y | +32.3% | -18.4% | +50.7% | +36.5% |
| 3Y | +176.8% | +26.9% | +149.9% | +141.8% |
| All | +250.0% | +72.2% | +177.7% | +174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling