-92.7%
MSTU vs CCEP
+24.3%
-116.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.6% |
| 7D | +21.3% | -3.1% | +24.4% | +21.9% |
| 30D | +90.8% | -2.6% | +93.4% | +91.7% |
| 3M | -6.8% | +14.9% | -21.7% | -7.0% |
| 6M | -39.8% | +2.3% | -42.1% | -41.5% |
| YTD | -55.7% | +17.8% | -73.5% | -53.6% |
| 1Y | -92.7% | +24.2% | -116.9% | -91.6% |
| All | -92.7% | +24.3% | -116.9% | -91.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling