-3.9%
MSFU vs CCEP
+32.5%
-36.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.5% |
| 7D | +14.6% | +1.7% | +12.9% | +14.3% |
| 30D | +2.1% | +12.7% | -10.6% | +2.0% |
| 3M | +14.7% | +8.5% | +6.2% | +14.5% |
| 6M | +55.7% | +25.6% | +30.1% | +61.6% |
| YTD | +7.1% | +30.9% | -23.8% | +9.6% |
| All | -3.9% | +32.5% | -36.4% | -1.7% |
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