+595.0%
MSI vs CCEP
+244.1%
+351.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -5.8% | -1.0% | -4.8% | -5.4% |
| 30D | -1.0% | -1.6% | +0.6% | -0.4% |
| 3M | +14.2% | +11.9% | +2.3% | +9.3% |
| 6M | +1.0% | +7.5% | -6.4% | -2.1% |
| YTD | +21.5% | +18.7% | +2.7% | +13.2% |
| 1Y | -2.1% | +21.4% | -23.5% | -9.7% |
| 3Y | +69.3% | +89.1% | -19.8% | +29.9% |
| 5Y | +99.3% | +108.7% | -9.4% | +44.5% |
| 10Y | +595.0% | +241.0% | +354.1% | +323.3% |
| All | +595.0% | +244.1% | +351.0% | +323.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling