-90.8%
MSTU vs CCEP
+53.5%
-144.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -27.7% | +1.8% | -29.5% | -27.9% |
| 30D | -40.3% | +12.2% | -52.4% | -41.7% |
| 3M | +26.4% | +10.7% | +15.7% | +23.7% |
| 6M | -75.7% | +27.5% | -103.2% | -76.8% |
| YTD | -71.9% | +31.3% | -103.2% | -73.0% |
| 1Y | -89.3% | +29.9% | -119.2% | -89.7% |
| All | -90.8% | +53.5% | -144.3% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling