+43.0%
MTSI vs CCEP
+30.9%
+12.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -4.7% |
| 7D | +10.0% | +2.1% | +7.9% | +11.4% |
| 30D | -20.3% | +10.6% | -30.9% | -15.0% |
| 3M | -24.4% | +10.3% | -34.7% | -18.7% |
| 6M | -39.2% | +31.1% | -70.3% | -35.3% |
| YTD | +35.5% | +32.1% | +3.4% | +55.1% |
| 1Y | +43.0% | +32.8% | +10.2% | +65.7% |
| All | +43.0% | +30.9% | +12.1% | +65.7% |
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