+151.3%
CCJ vs MSTU
-87.2%
+238.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.1% |
| 7D | +4.2% | +12.9% | -8.7% | +2.6% |
| 30D | +3.2% | +68.3% | -65.2% | -2.6% |
| 3M | -1.8% | +0.4% | -2.2% | -4.3% |
| 6M | -13.5% | -41.5% | +28.0% | -13.1% |
| YTD | +9.7% | -61.7% | +71.5% | +11.1% |
| 1Y | +30.0% | -93.7% | +123.7% | +46.7% |
| All | +151.3% | -87.2% | +238.5% | +163.3% |
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