+190.7%
CCI vs MTSI
+896.6%
-705.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -18.4% | +17.0% | -0.1% |
| 7D | +2.4% | -24.6% | +27.0% | +4.2% |
| 30D | +33.2% | -45.7% | +78.9% | +38.3% |
| 3M | +25.0% | -27.7% | +52.7% | +26.9% |
| 6M | +4.8% | -37.3% | +42.1% | +6.5% |
| YTD | +6.4% | +11.1% | -4.8% | +2.8% |
| 1Y | +6.5% | +27.2% | -20.7% | +1.6% |
| 3Y | +8.6% | +153.7% | -145.0% | -5.0% |
| 5Y | -35.3% | +159.0% | -194.3% | -44.3% |
| 10Y | +58.2% | +405.6% | -347.3% | +19.6% |
| All | +190.7% | +896.6% | -705.8% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling