-59.1%
CELH vs MAGS
+128.4%
-187.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | -11.2% | +0.6% | -11.9% | -11.5% |
| 30D | -1.4% | +3.2% | -4.7% | -3.0% |
| 3M | -4.2% | +7.7% | -11.8% | -7.8% |
| 6M | -40.5% | +12.5% | -52.9% | -44.3% |
| YTD | -40.5% | +6.0% | -46.4% | -42.7% |
| 1Y | -53.0% | +14.4% | -67.4% | -56.3% |
| 3Y | -59.1% | +127.5% | -186.6% | -77.4% |
| All | -59.1% | +128.4% | -187.4% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling