+4,394.6%
MSI vs CCEP
+7,642.7%
-3,248.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.3% |
| 7D | +8.3% | +1.7% | +6.7% | +7.8% |
| 30D | +18.9% | +12.7% | +6.2% | +14.8% |
| 3M | +13.2% | +8.5% | +4.7% | +10.4% |
| 6M | +38.3% | +25.6% | +12.7% | +29.1% |
| YTD | +38.9% | +30.9% | +8.0% | +27.8% |
| 1Y | +36.7% | +32.0% | +4.7% | +25.4% |
| 3Y | +76.6% | +110.9% | -34.4% | +40.5% |
| 5Y | +124.5% | +138.5% | -14.0% | +70.8% |
| 10Y | +674.5% | +302.3% | +372.2% | +395.9% |
| All | +4,394.6% | +7,642.7% | -3,248.1% | +1,095.9% |
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