+52.0%
CCI vs MTSI
+448.7%
-396.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.8% | -13.4% | -3.3% |
| 7D | -0.1% | -10.0% | +9.9% | +0.4% |
| 30D | +28.4% | -37.2% | +65.6% | +31.9% |
| 3M | +20.0% | -30.1% | +50.0% | +22.1% |
| 6M | +0.8% | -31.9% | +32.7% | +1.8% |
| YTD | +3.6% | +23.2% | -19.6% | -0.8% |
| 1Y | +6.1% | +26.4% | -20.3% | +1.2% |
| 3Y | +7.2% | +186.2% | -178.9% | -8.0% |
| 5Y | -37.0% | +187.0% | -224.0% | -46.8% |
| All | +52.0% | +448.7% | -396.7% | +6.3% |
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