+146.4%
CCL vs MTSI
+181.3%
-34.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | -2.6% |
| 7D | +3.1% | -10.0% | +13.1% | +5.5% |
| 30D | +13.7% | -37.2% | +50.9% | +28.4% |
| 3M | +3.8% | -30.1% | +33.9% | +12.2% |
| 6M | +9.3% | -31.9% | +41.2% | +15.3% |
| YTD | -1.1% | +23.2% | -24.3% | -19.1% |
| 1Y | +14.6% | +26.4% | -11.8% | -7.9% |
| 3Y | +146.4% | +186.2% | -39.8% | +26.8% |
| All | +146.4% | +181.3% | -34.9% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling