+10.4%
CCL vs MTSI
+43.1%
-32.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -4.1% |
| 7D | -0.3% | +29.1% | -29.4% | -4.4% |
| 30D | +10.3% | -20.4% | +30.7% | +13.6% |
| 3M | +6.6% | -20.9% | +27.5% | +9.3% |
| 6M | +20.0% | -32.3% | +52.3% | +26.5% |
| YTD | -1.9% | +43.5% | -45.4% | -11.7% |
| 1Y | +10.4% | +43.8% | -33.4% | -0.8% |
| All | +10.4% | +43.1% | -32.7% | -0.8% |
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