+172.8%
CCJ vs MTSI
+224.7%
-51.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -1.2% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | +6.9% | +2.1% | +4.8% | +4.8% |
| 3M | -11.6% | -29.7% | +18.1% | -0.9% |
| 6M | -16.2% | +12.5% | -28.7% | -23.7% |
| YTD | +10.1% | +57.0% | -46.9% | -12.8% |
| 1Y | +32.3% | +103.9% | -71.6% | -6.9% |
| All | +172.8% | +224.7% | -51.9% | +63.6% |
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