+245.8%
CCJ vs MSFU
+76.3%
+169.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.2% |
| 7D | +0.7% | -5.7% | +6.4% | +2.3% |
| 30D | +6.9% | +4.2% | +2.7% | +5.4% |
| 3M | -11.6% | +27.9% | -39.6% | -18.6% |
| 6M | -16.2% | +37.1% | -53.3% | -25.8% |
| YTD | +10.1% | -7.4% | +17.5% | +8.8% |
| 1Y | +32.3% | -19.6% | +51.9% | +37.4% |
| 3Y | +171.3% | +33.2% | +138.1% | +133.8% |
| All | +245.8% | +76.3% | +169.4% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling