+145.2%
CCL vs MTSI
+153.8%
-8.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -18.4% | +12.8% | -0.2% |
| 7D | +2.6% | -24.6% | +27.2% | +10.6% |
| 30D | +11.3% | -45.7% | +57.0% | +31.5% |
| 3M | +0.3% | -27.7% | +28.0% | +6.4% |
| 6M | +16.1% | -37.3% | +53.4% | +25.5% |
| YTD | -1.6% | +11.1% | -12.7% | -16.9% |
| 1Y | +11.8% | +27.2% | -15.4% | -12.0% |
| All | +145.2% | +153.8% | -8.6% | +30.2% |
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