-45.5%
CELH vs MAS
+58.1%
-103.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +9.0% | +7.9% |
| 7D | +10.4% | +2.0% | +8.5% | +9.4% |
| 30D | +19.5% | +19.4% | +0.1% | +10.2% |
| 3M | +35.3% | +9.4% | +25.9% | +29.9% |
| 6M | -2.0% | +15.3% | -17.3% | -7.9% |
| YTD | -29.7% | +31.3% | -61.0% | -38.3% |
| 1Y | -28.6% | +34.9% | -63.5% | -38.2% |
| 3Y | -45.5% | +58.6% | -104.1% | -56.3% |
| All | -45.5% | +58.1% | -103.6% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling