+21.3%
CCL vs MTSI
+153.3%
-132.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -18.4% | +12.8% | +2.2% |
| 7D | +2.6% | -24.6% | +27.2% | +14.3% |
| 30D | +11.3% | -45.7% | +57.0% | +41.4% |
| 3M | +0.3% | -27.7% | +28.0% | +8.7% |
| 6M | +16.1% | -37.3% | +53.4% | +28.8% |
| YTD | -1.6% | +11.1% | -12.7% | -22.6% |
| 1Y | +11.8% | +27.2% | -15.4% | -20.2% |
| 3Y | +139.6% | +153.7% | -14.1% | -4.6% |
| 5Y | +21.3% | +159.0% | -137.7% | -60.2% |
| All | +21.3% | +153.3% | -132.0% | -60.2% |
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 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