+826.3%
MTSI vs CCEP
+754.6%
+71.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +1.3% | -19.6% | -18.8% |
| 7D | -24.6% | +5.7% | -30.3% | -26.4% |
| 30D | -45.7% | +15.3% | -61.0% | -49.2% |
| 3M | -27.7% | +8.0% | -35.8% | -30.9% |
| 6M | -37.3% | +26.7% | -64.0% | -44.6% |
| YTD | +11.1% | +30.7% | -19.6% | -3.2% |
| 1Y | +27.2% | +36.5% | -9.4% | +8.5% |
| 3Y | +153.7% | +111.1% | +42.5% | +72.7% |
| 5Y | +159.0% | +149.7% | +9.3% | +61.4% |
| 10Y | +405.6% | +305.3% | +100.2% | +145.2% |
| All | +826.3% | +754.6% | +71.6% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling