+249.4%
CCJ vs MTSI
+896.6%
-647.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -18.4% | +13.7% | -0.1% |
| 7D | -18.2% | -24.6% | +6.4% | -12.5% |
| 30D | -26.5% | -45.7% | +19.2% | -15.1% |
| 3M | -27.5% | -27.7% | +0.2% | -22.8% |
| 6M | -40.3% | -37.3% | -3.0% | -34.8% |
| YTD | -25.3% | +11.1% | -36.4% | -29.5% |
| 1Y | -28.1% | +27.2% | -55.3% | -34.5% |
| 3Y | +63.8% | +153.7% | -89.8% | +25.8% |
| 5Y | +156.3% | +159.0% | -2.7% | +92.6% |
| 10Y | +787.8% | +405.6% | +382.2% | +426.4% |
| All | +249.4% | +896.6% | -647.1% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling