+21.3%
CCJ vs MSTZ
-18.6%
+39.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -1.1% |
| 7D | -4.0% | +17.0% | -21.1% | -2.5% |
| 30D | -2.4% | -61.8% | +59.4% | -8.9% |
| 3M | -2.3% | -54.6% | +52.3% | -4.9% |
| 6M | -16.2% | -59.3% | +43.0% | -16.4% |
| YTD | +5.7% | -74.6% | +80.3% | +5.2% |
| 1Y | +21.3% | -18.8% | +40.1% | +13.5% |
| All | +21.3% | -18.6% | +39.8% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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