-50.7%
CCI vs MTSI
+320.9%
-371.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.3% | -1.9% |
| 7D | -0.4% | +1.4% | -1.8% | -0.4% |
| 30D | +2.7% | +2.1% | +0.6% | +2.6% |
| 3M | -18.2% | -29.7% | +11.5% | -17.5% |
| 6M | -14.8% | +12.5% | -27.3% | -16.4% |
| YTD | -12.6% | +57.0% | -69.6% | -16.1% |
| 1Y | -16.7% | +103.9% | -120.7% | -21.6% |
| 3Y | -10.5% | +223.6% | -234.1% | -23.9% |
| All | -50.7% | +320.9% | -371.6% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling