+71.2%
MSI vs CCEP
+86.4%
-15.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.1% |
| 7D | -3.7% | -3.1% | -0.6% | -3.0% |
| 30D | +6.8% | -2.6% | +9.4% | +7.5% |
| 3M | +14.3% | +14.9% | -0.6% | +10.3% |
| 6M | -1.6% | +2.3% | -3.8% | -2.3% |
| YTD | +22.8% | +17.8% | +4.9% | +17.4% |
| 1Y | -1.1% | +24.2% | -25.3% | -6.7% |
| All | +71.2% | +86.4% | -15.2% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling