+148.9%
CELH vs MOS
+51.8%
+97.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.8% |
| 7D | +10.8% | +19.7% | -8.9% | +5.8% |
| 30D | +16.1% | +21.5% | -5.4% | +10.3% |
| 3M | +19.5% | -0.4% | +19.9% | +18.7% |
| 6M | +2.8% | +4.5% | -1.7% | +0.5% |
| YTD | -27.4% | -2.9% | -24.5% | -28.8% |
| 1Y | -20.1% | -7.7% | -12.3% | -20.6% |
| 3Y | -42.9% | -25.6% | -17.2% | -41.4% |
| 5Y | -1.9% | -31.2% | +29.2% | +0.3% |
| 10Y | +4,878.5% | +2.8% | +4,875.7% | +4,142.6% |
| All | +148.9% | +51.8% | +97.1% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling