+67.6%
CCJ vs MTSI
+196.3%
-128.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | +0.4% | -3.8% | +4.3% | +1.1% |
| 30D | -17.2% | -31.4% | +14.1% | -6.2% |
| 3M | -25.1% | -23.8% | -1.4% | -19.4% |
| 6M | -37.6% | -37.1% | -0.5% | -29.0% |
| YTD | -20.4% | +32.2% | -52.6% | -34.7% |
| 1Y | -22.5% | +26.9% | -49.5% | -35.4% |
| All | +67.6% | +196.3% | -128.7% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling