+7.3%
CCI vs MTSI
+59.5%
-52.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.4% |
| 7D | +5.0% | -10.7% | +15.7% | +4.4% |
| 30D | +36.4% | -29.0% | +65.4% | +33.8% |
| 3M | +20.4% | -14.7% | +35.1% | +20.1% |
| 6M | +4.9% | -20.1% | +25.0% | +2.8% |
| YTD | +7.8% | +36.1% | -28.3% | +4.8% |
| 1Y | +7.3% | +61.7% | -54.4% | +4.2% |
| All | +7.3% | +59.5% | -52.2% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling