+1.4%
CCL vs MTSI
+320.9%
-319.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -1.5% |
| 7D | -5.0% | +1.4% | -6.4% | -5.7% |
| 30D | -20.3% | +2.1% | -22.4% | -22.5% |
| 3M | -15.1% | -29.7% | +14.6% | -3.2% |
| 6M | -15.1% | +12.5% | -27.6% | -26.4% |
| YTD | -21.8% | +57.0% | -78.8% | -44.7% |
| 1Y | -24.8% | +103.9% | -128.7% | -55.5% |
| 3Y | +51.9% | +223.6% | -171.7% | -40.5% |
| All | +1.4% | +320.9% | -319.5% | -70.7% |
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