+130.0%
CELH vs MOS
+70.9%
+59.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.3% |
| 7D | -7.0% | +9.5% | -16.6% | -9.1% |
| 30D | +5.2% | +10.4% | -5.2% | +2.5% |
| 3M | +10.5% | +12.9% | -2.4% | +6.7% |
| 6M | -32.7% | +1.2% | -34.0% | -33.9% |
| YTD | -33.0% | +9.3% | -42.3% | -35.6% |
| 1Y | -49.5% | -18.0% | -31.6% | -48.1% |
| 3Y | -52.6% | -29.0% | -23.6% | -50.6% |
| 5Y | +5.2% | -9.6% | +14.8% | +1.3% |
| 10Y | +4,178.1% | +6.1% | +4,172.1% | +3,530.5% |
| All | +130.0% | +70.9% | +59.0% | +83.6% |
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