+151.3%
CCJ vs MSTZ
-99.2%
+250.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.1% |
| 7D | +4.2% | -23.6% | +27.7% | +2.6% |
| 30D | +3.2% | -60.7% | +63.9% | -2.7% |
| 3M | -1.8% | -58.3% | +56.4% | -5.0% |
| 6M | -13.5% | -60.0% | +46.5% | -14.4% |
| YTD | +9.7% | -75.2% | +85.0% | +8.9% |
| 1Y | +30.0% | -19.9% | +49.9% | +41.5% |
| All | +151.3% | -99.2% | +250.5% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling