+141.2%
CELH vs MAS
+339.3%
-198.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +9.0% | +7.6% |
| 7D | +10.4% | +2.0% | +8.5% | +9.8% |
| 30D | +19.5% | +19.4% | +0.1% | +13.3% |
| 3M | +35.3% | +9.4% | +25.9% | +31.9% |
| 6M | -2.0% | +15.3% | -17.3% | -6.0% |
| YTD | -29.7% | +31.3% | -61.0% | -35.5% |
| 1Y | -28.6% | +34.9% | -63.5% | -35.0% |
| 3Y | -45.5% | +58.6% | -104.1% | -52.8% |
| 5Y | -10.7% | +40.7% | -51.4% | -20.1% |
| 10Y | +4,822.5% | +220.4% | +4,602.0% | +3,607.8% |
| All | +141.2% | +339.3% | -198.1% | +116.5% |
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