-38.6%
CCJ vs MSTZ
-8.3%
-30.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.8% | -16.2% | -2.0% |
| 7D | +5.0% | +25.6% | -20.5% | +8.0% |
| 30D | -16.7% | +50.6% | -67.2% | -11.4% |
| 3M | -27.5% | -64.5% | +37.0% | -30.8% |
| 6M | -38.6% | -14.0% | -24.6% | -31.2% |
| All | -38.6% | -8.3% | -30.3% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling