+3,874.2%
MSI vs CCEP
+6,869.6%
-2,995.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | 0.0% |
| 7D | -3.7% | -3.1% | -0.6% | -2.9% |
| 30D | +6.8% | -2.6% | +9.4% | +7.6% |
| 3M | +14.3% | +14.9% | -0.6% | +9.7% |
| 6M | -1.6% | +2.3% | -3.8% | -2.6% |
| YTD | +22.8% | +17.8% | +4.9% | +16.6% |
| 1Y | -1.1% | +24.2% | -25.3% | -7.6% |
| 3Y | +70.5% | +84.7% | -14.3% | +41.0% |
| 5Y | +102.8% | +103.2% | -0.4% | +61.4% |
| 10Y | +597.4% | +257.4% | +340.0% | +362.0% |
| All | +3,874.2% | +6,869.6% | -2,995.5% | +991.4% |
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