+4,553.5%
CELH vs MAS
+217.4%
+4,336.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +7.4% | -1.8% | +9.3% | +8.4% |
| 30D | +16.4% | +23.6% | -7.2% | +3.6% |
| 3M | +17.6% | +12.4% | +5.2% | +10.2% |
| 6M | +7.8% | +21.9% | -14.0% | -3.6% |
| YTD | -27.8% | +36.1% | -63.9% | -40.2% |
| 1Y | -24.4% | +39.5% | -63.9% | -38.4% |
| 3Y | -42.5% | +59.1% | -101.7% | -57.9% |
| 5Y | +1.4% | +44.4% | -43.0% | -22.8% |
| 10Y | +4,553.5% | +217.0% | +4,336.5% | +2,378.8% |
| All | +4,553.5% | +217.4% | +4,336.1% | +2,378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling