+264.6%
CCJ vs MTSI
+1,004.6%
-740.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.8% | -6.5% | +1.6% |
| 7D | -7.3% | -10.0% | +2.7% | -5.3% |
| 30D | -20.0% | -37.2% | +17.2% | -10.9% |
| 3M | -23.8% | -30.1% | +6.2% | -18.0% |
| 6M | -42.4% | -31.9% | -10.5% | -38.4% |
| YTD | -22.1% | +23.2% | -45.2% | -28.4% |
| 1Y | -20.8% | +26.4% | -47.2% | -27.6% |
| 3Y | +75.7% | +186.2% | -110.4% | +30.9% |
| 5Y | +167.4% | +187.0% | -19.6% | +95.7% |
| 10Y | +826.3% | +460.4% | +366.0% | +435.0% |
| All | +264.6% | +1,004.6% | -740.0% | +81.7% |
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 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