+130.0%
CELH vs MAS
+288.5%
-158.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.5% |
| 7D | -7.0% | -0.8% | -6.3% | -6.8% |
| 30D | +5.2% | -5.6% | +10.7% | +7.2% |
| 3M | +10.5% | +4.4% | +6.0% | +9.1% |
| 6M | -32.7% | +7.2% | -39.9% | -34.2% |
| YTD | -33.0% | +16.1% | -49.1% | -36.2% |
| 1Y | -49.5% | +0.1% | -49.6% | -49.9% |
| 3Y | -52.6% | +28.3% | -80.9% | -56.5% |
| 5Y | +5.2% | +30.5% | -25.2% | -3.5% |
| 10Y | +4,178.1% | +139.1% | +4,039.0% | +3,339.3% |
| All | +130.0% | +288.5% | -158.5% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling