-17.5%
CELH vs MSFU
+73.2%
-90.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | -11.2% | -1.8% | -9.4% | -10.8% |
| 30D | -1.4% | +0.5% | -1.9% | -1.7% |
| 3M | -4.2% | +51.9% | -56.0% | -15.7% |
| 6M | -40.5% | +35.0% | -75.4% | -46.8% |
| YTD | -40.5% | -9.0% | -31.5% | -41.3% |
| 1Y | -53.0% | -18.8% | -34.2% | -52.0% |
| 3Y | -59.1% | +25.5% | -84.6% | -66.6% |
| All | -17.5% | +73.2% | -90.6% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling