+33.9%
CCL vs MTSI
+206.4%
-172.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +1.9% |
| 7D | -1.2% | +10.0% | -11.2% | -5.5% |
| 30D | +13.1% | -20.3% | +33.5% | +21.2% |
| 3M | +3.4% | -24.4% | +27.8% | +11.1% |
| 6M | +18.7% | -39.2% | +57.9% | +36.9% |
| YTD | -2.3% | +35.5% | -37.7% | -30.0% |
| 1Y | +14.2% | +43.0% | -28.8% | -21.3% |
| 3Y | +133.6% | +196.3% | -62.7% | -12.7% |
| All | +33.9% | +206.4% | -172.5% | -59.4% |
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