+210.1%
MTSI vs CCEP
+149.0%
+61.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +8.8% |
| 7D | +3.5% | +1.7% | +1.9% | +3.0% |
| 30D | -30.3% | +12.7% | -43.0% | -33.0% |
| 3M | -26.0% | +8.5% | -34.5% | -28.2% |
| 6M | -36.1% | +25.6% | -61.7% | -42.0% |
| YTD | +34.3% | +30.9% | +3.4% | +19.5% |
| 1Y | +35.3% | +32.0% | +3.3% | +19.8% |
| 3Y | +217.6% | +110.9% | +106.7% | +107.4% |
| 5Y | +210.1% | +138.5% | +71.6% | +81.0% |
| All | +210.1% | +149.0% | +61.1% | +81.0% |
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 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