-58.4%
CELH vs MSFU
+24.2%
-82.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.3% |
| 7D | -11.7% | -2.3% | -9.3% | -11.3% |
| 30D | +1.6% | -6.3% | +7.8% | +2.7% |
| 3M | -2.0% | +40.0% | -41.9% | -10.3% |
| 6M | -36.2% | +30.1% | -66.3% | -41.5% |
| YTD | -39.6% | -10.3% | -29.2% | -40.0% |
| 1Y | -50.7% | -19.0% | -31.7% | -49.7% |
| All | -58.4% | +24.2% | -82.6% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling