-0.6%
CCI vs MTSI
+41.9%
-42.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | +0.2% |
| 7D | -3.4% | +7.2% | -10.6% | -2.8% |
| 30D | +9.9% | -18.4% | +28.4% | +9.0% |
| 3M | +22.7% | -16.7% | +39.4% | +22.2% |
| 6M | +0.8% | -31.7% | +32.5% | -0.7% |
| YTD | +4.1% | +45.9% | -41.7% | -1.6% |
| 1Y | -0.6% | +47.0% | -47.6% | -6.7% |
| All | -0.6% | +41.9% | -42.5% | -6.7% |
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 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