+30.2%
CCL vs MTSI
+208.2%
-178.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.9% | +0.4% |
| 7D | +3.1% | +3.5% | -0.5% | +0.3% |
| 30D | +17.5% | -30.3% | +47.8% | +33.8% |
| 3M | +6.8% | -26.0% | +32.8% | +16.3% |
| 6M | +18.7% | -36.1% | +54.8% | +33.6% |
| YTD | +3.0% | +34.3% | -31.3% | -25.5% |
| 1Y | +17.7% | +35.3% | -17.6% | -16.0% |
| 3Y | +155.6% | +217.6% | -62.0% | -8.9% |
| 5Y | +30.2% | +210.1% | -179.9% | -60.6% |
| All | +30.2% | +208.2% | -178.0% | -60.6% |
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