+52.7%
CCEP vs MSTZ
-99.2%
+151.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.8% | -13.6% | -0.8% |
| 7D | -0.3% | +25.6% | -25.9% | -0.3% |
| 30D | +11.0% | +50.6% | -39.6% | +11.0% |
| 3M | +9.2% | -64.5% | +73.7% | +8.9% |
| 6M | +27.2% | -14.0% | +41.2% | +27.2% |
| YTD | +30.3% | -76.4% | +106.7% | +29.9% |
| 1Y | +28.7% | -56.2% | +84.9% | +28.5% |
| All | +52.7% | -99.2% | +151.9% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling