+320.4%
MTSI vs CCEP
+105.1%
+215.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +4.5% |
| 7D | +1.4% | -3.1% | +4.4% | +2.3% |
| 30D | +2.1% | -2.6% | +4.7% | +2.7% |
| 3M | -29.7% | +14.9% | -44.7% | -34.1% |
| 6M | +12.5% | +2.3% | +10.3% | +10.5% |
| YTD | +57.0% | +17.8% | +39.2% | +45.4% |
| 1Y | +103.9% | +24.2% | +79.7% | +83.4% |
| 3Y | +223.6% | +84.7% | +138.8% | +127.2% |
| All | +320.4% | +105.1% | +215.3% | +172.9% |
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