+3,848.6%
CELH vs MOS
+12.0%
+3,836.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.2% |
| 7D | -11.7% | +1.7% | -13.3% | -12.1% |
| 30D | +1.6% | +11.7% | -10.1% | -1.5% |
| 3M | -2.0% | +23.2% | -25.1% | -7.6% |
| 6M | -36.2% | -1.6% | -34.5% | -36.9% |
| YTD | -39.6% | +10.8% | -50.4% | -42.4% |
| 1Y | -50.7% | -16.2% | -34.5% | -49.4% |
| 3Y | -58.9% | -24.2% | -34.7% | -57.7% |
| 5Y | -5.4% | -6.6% | +1.3% | -9.3% |
| 10Y | +3,848.6% | +16.3% | +3,832.3% | +3,306.5% |
| All | +3,848.6% | +12.0% | +3,836.6% | +3,306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MOS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling