+76.3%
MSFU vs CCEP
+155.6%
-79.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.1% |
| 7D | -5.7% | -3.1% | -2.6% | -4.7% |
| 30D | +4.2% | -2.6% | +6.8% | +5.1% |
| 3M | +27.9% | +14.9% | +13.0% | +22.6% |
| 6M | +37.1% | +2.3% | +34.9% | +36.5% |
| YTD | -7.4% | +17.8% | -25.2% | -13.5% |
| 1Y | -19.6% | +24.2% | -43.8% | -27.0% |
| 3Y | +33.2% | +84.7% | -51.5% | -11.7% |
| All | +76.3% | +155.6% | -79.3% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling