-89.3%
MSTU vs CCEP
+31.1%
-120.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -27.7% | +1.8% | -29.5% | -27.8% |
| 30D | -40.3% | +12.2% | -52.4% | -42.0% |
| 3M | +26.4% | +10.7% | +15.7% | +23.3% |
| 6M | -75.7% | +27.5% | -103.2% | -76.9% |
| YTD | -71.9% | +31.3% | -103.2% | -72.9% |
| 1Y | -89.3% | +29.9% | -119.2% | -89.5% |
| All | -89.3% | +31.1% | -120.4% | -89.5% |
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