+64.7%
CCI vs MTSI
+454.4%
-389.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +1.8% |
| 7D | +3.2% | -3.8% | +7.0% | +3.3% |
| 30D | +12.2% | -31.4% | +43.6% | +14.6% |
| 3M | +23.1% | -23.8% | +46.9% | +24.6% |
| 6M | +1.3% | -37.1% | +38.3% | +3.1% |
| YTD | +4.5% | +32.2% | -27.7% | -0.5% |
| 1Y | +2.3% | +26.9% | -24.6% | -2.3% |
| 3Y | +9.8% | +193.7% | -183.9% | -5.9% |
| 5Y | -36.5% | +218.0% | -254.6% | -46.9% |
| 10Y | +64.7% | +477.8% | -413.1% | +14.3% |
| All | +64.7% | +454.4% | -389.7% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling