-3.5%
MSFU vs CCEP
+36.9%
-40.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.8% | +9.6% | +13.6% |
| 7D | +8.2% | +4.2% | +3.9% | +8.2% |
| 30D | +10.2% | +14.2% | -4.0% | +10.3% |
| 3M | +22.9% | +9.1% | +13.7% | +23.1% |
| 6M | +63.2% | +26.9% | +36.3% | +70.3% |
| YTD | +11.7% | +29.1% | -17.4% | +14.8% |
| 1Y | -3.5% | +36.8% | -40.3% | -2.6% |
| All | -3.5% | +36.9% | -40.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1y: compounded portfolio wealth divided by compounded CCEP 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…
1y analysis · Full analysis span regression · 6 months rolling