+32.3%
CCJ vs MSTU
-92.8%
+125.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.4% |
| 7D | +0.7% | +21.3% | -20.6% | -1.7% |
| 30D | +6.9% | +90.8% | -84.0% | -0.9% |
| 3M | -11.6% | -6.8% | -4.9% | -13.4% |
| 6M | -16.2% | -39.8% | +23.6% | -15.8% |
| YTD | +10.1% | -55.7% | +65.8% | +10.0% |
| 1Y | +32.3% | -92.7% | +124.9% | +23.7% |
| All | +32.3% | -92.8% | +125.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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