-86.8%
MSTU vs CCEP
+38.8%
-125.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.4% | -8.8% |
| 7D | +16.1% | -1.0% | +17.1% | +16.5% |
| 30D | +68.7% | -1.6% | +70.3% | +69.2% |
| 3M | -11.0% | +11.9% | -22.9% | -12.8% |
| 6M | -33.4% | +7.5% | -40.8% | -34.0% |
| YTD | -59.5% | +18.7% | -78.2% | -60.3% |
| 1Y | -93.4% | +21.4% | -114.8% | -93.5% |
| All | -86.8% | +38.8% | -125.6% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling