-25.9%
CCJ vs MTSI
+59.5%
-85.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -14.5% | -10.7% | -3.9% | -11.4% |
| 30D | -18.1% | -29.0% | +10.9% | -9.3% |
| 3M | -23.0% | -14.7% | -8.3% | -20.6% |
| 6M | -39.4% | -20.1% | -19.3% | -37.4% |
| YTD | -21.7% | +36.1% | -57.8% | -32.2% |
| 1Y | -25.9% | +61.7% | -87.7% | -37.8% |
| All | -25.9% | +59.5% | -85.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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