-1.7%
CELH vs MSFU
+88.0%
-89.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +0.8% | -2.8% | +3.6% | +1.4% |
| 30D | +19.3% | -5.3% | +24.6% | +20.2% |
| 3M | +12.6% | +7.2% | +5.4% | +9.9% |
| 6M | +16.4% | +51.0% | -34.6% | +1.2% |
| YTD | -29.1% | -1.2% | -27.9% | -31.8% |
| 1Y | -26.3% | -10.3% | -16.0% | -27.2% |
| 3Y | -40.1% | +22.2% | -62.3% | -50.2% |
| All | -1.7% | +88.0% | -89.7% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling