-53.4%
CELH vs MAS
+29.0%
-82.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.8% |
| 7D | -7.0% | -0.8% | -6.3% | -6.7% |
| 30D | +5.2% | -5.6% | +10.7% | +8.2% |
| 3M | +10.5% | +4.4% | +6.0% | +8.7% |
| 6M | -32.7% | +7.2% | -39.9% | -34.9% |
| YTD | -33.0% | +16.1% | -49.1% | -37.9% |
| 1Y | -49.5% | +0.1% | -49.6% | -50.2% |
| All | -53.4% | +29.0% | -82.4% | -54.8% |
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 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