+86.0%
CCJ vs MSTU
-90.6%
+176.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.8% |
| 7D | +3.7% | -27.7% | +31.4% | +6.6% |
| 30D | -13.7% | -40.3% | +26.6% | -10.2% |
| 3M | -24.7% | +26.4% | -51.1% | -28.1% |
| 6M | -38.1% | -75.7% | +37.6% | -33.5% |
| YTD | -18.8% | -71.9% | +53.1% | -16.6% |
| 1Y | -19.5% | -89.3% | +69.8% | -12.1% |
| All | +86.0% | -90.6% | +176.6% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling