-55.2%
CELH vs MOS
-25.5%
-29.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.4% |
| 7D | -7.0% | +9.5% | -16.6% | -9.4% |
| 30D | +5.2% | +10.4% | -5.2% | +2.0% |
| 3M | +10.5% | +12.9% | -2.4% | +6.2% |
| 6M | -32.7% | +1.2% | -34.0% | -34.3% |
| YTD | -33.0% | +9.3% | -42.3% | -36.9% |
| 1Y | -49.5% | -18.0% | -31.6% | -47.9% |
| All | -55.2% | -25.5% | -29.7% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling