+118.9%
MSI vs CCEP
+148.1%
-29.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +4.7% | +2.6% | +2.1% | +3.8% |
| 30D | +14.8% | +15.1% | -0.4% | +9.4% |
| 3M | +8.8% | +7.3% | +1.5% | +6.1% |
| 6M | +19.3% | +23.4% | -4.1% | +10.7% |
| YTD | +35.3% | +29.4% | +5.9% | +23.1% |
| 1Y | +33.8% | +34.2% | -0.5% | +20.1% |
| 3Y | +74.4% | +108.4% | -33.9% | +30.7% |
| All | +118.9% | +148.1% | -29.2% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling