+4,977.9%
CELH vs MAS
+214.9%
+4,763.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.9% |
| 7D | +10.4% | +2.4% | +8.1% | +8.9% |
| 30D | +19.5% | +19.8% | -0.4% | +8.0% |
| 3M | +35.3% | +9.8% | +25.5% | +28.6% |
| 6M | -2.0% | +15.8% | -17.7% | -9.9% |
| YTD | -29.7% | +31.8% | -61.5% | -40.8% |
| 1Y | -28.6% | +35.4% | -64.0% | -40.9% |
| 3Y | -45.5% | +59.2% | -104.7% | -60.1% |
| 5Y | -10.7% | +41.2% | -52.0% | -31.2% |
| All | +4,977.9% | +214.9% | +4,763.0% | +2,649.1% |
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