+753.7%
CCJ vs MTSI
+465.0%
+288.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | +0.1% |
| 7D | -0.8% | +10.0% | -10.8% | -3.5% |
| 30D | -13.2% | -20.3% | +7.2% | -8.6% |
| 3M | -27.6% | -24.4% | -3.2% | -23.4% |
| 6M | -38.7% | -39.2% | +0.5% | -31.9% |
| YTD | -22.7% | +35.5% | -58.2% | -31.6% |
| 1Y | -17.6% | +43.0% | -60.6% | -28.0% |
| 3Y | +62.7% | +196.3% | -133.6% | +16.1% |
| 5Y | +159.7% | +210.0% | -50.3% | +79.1% |
| All | +753.7% | +465.0% | +288.6% | +374.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling