+155.2%
CCJ vs MSTZ
-99.2%
+254.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.2% | -7.0% | +1.9% |
| 7D | +5.9% | -25.4% | +31.3% | +4.1% |
| 30D | +4.7% | -60.9% | +65.6% | -1.3% |
| 3M | -3.3% | -54.2% | +50.9% | -5.6% |
| 6M | -7.0% | -65.0% | +58.0% | -8.8% |
| YTD | +11.5% | -76.5% | +88.0% | +10.0% |
| 1Y | +32.3% | -23.4% | +55.7% | +43.4% |
| All | +155.2% | -99.2% | +254.4% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling