-39.4%
CELH vs MAS
+59.9%
-99.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | +9.4% | +3.6% | +5.8% | +7.7% |
| 30D | +14.8% | +23.8% | -9.1% | +4.3% |
| 3M | +20.5% | +14.4% | +6.1% | +13.5% |
| 6M | +1.6% | +19.7% | -18.2% | -6.1% |
| YTD | -28.3% | +36.0% | -64.2% | -38.0% |
| 1Y | -26.4% | +40.4% | -66.7% | -37.2% |
| All | -39.4% | +59.9% | -99.4% | -48.4% |
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