+146.0%
CELH vs MOS
+53.3%
+92.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.4% |
| 7D | +9.4% | +24.8% | -15.4% | +3.4% |
| 30D | +14.8% | +22.7% | -7.9% | +8.7% |
| 3M | +20.5% | -1.2% | +21.8% | +19.9% |
| 6M | +1.6% | +5.5% | -4.0% | -0.9% |
| YTD | -28.3% | -2.0% | -26.3% | -29.8% |
| 1Y | -26.4% | -7.9% | -18.5% | -26.9% |
| 3Y | -43.0% | -25.0% | -18.0% | -41.6% |
| 5Y | +4.8% | -27.7% | +32.5% | +5.9% |
| 10Y | +4,820.0% | -1.6% | +4,821.6% | +4,134.9% |
| All | +146.0% | +53.3% | +92.7% | +100.3% |
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