+468.8%
MTSI vs CCEP
+342.6%
+126.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.1% |
| 7D | +10.0% | +2.1% | +7.9% | +9.2% |
| 30D | -20.3% | +10.6% | -30.9% | -23.9% |
| 3M | -24.4% | +10.3% | -34.7% | -28.1% |
| 6M | -39.2% | +31.1% | -70.3% | -46.6% |
| YTD | +35.5% | +32.1% | +3.4% | +18.2% |
| 1Y | +43.0% | +32.8% | +10.2% | +24.3% |
| 3Y | +196.3% | +111.3% | +84.9% | +103.0% |
| 5Y | +210.0% | +147.5% | +62.5% | +95.2% |
| All | +468.8% | +342.6% | +126.2% | +213.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling