+22.2%
CCL vs MTSI
+183.3%
-161.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | -4.6% |
| 7D | +2.6% | -10.0% | +12.6% | +5.8% |
| 30D | +13.1% | -37.2% | +50.3% | +34.6% |
| 3M | +3.3% | -30.1% | +33.3% | +15.0% |
| 6M | +8.7% | -31.9% | +40.6% | +16.3% |
| YTD | -1.6% | +23.2% | -24.8% | -26.2% |
| 1Y | +14.0% | +26.4% | -12.4% | -16.5% |
| 3Y | +145.1% | +186.2% | -41.0% | -8.1% |
| All | +22.2% | +183.3% | -161.1% | -61.5% |
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