-58.4%
CELH vs MSI
+68.0%
-126.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.4% |
| 7D | -11.7% | -4.0% | -7.7% | -11.2% |
| 30D | +1.6% | -0.5% | +2.0% | +1.6% |
| 3M | -2.0% | +11.4% | -13.3% | -4.6% |
| 6M | -36.2% | +1.0% | -37.2% | -36.2% |
| YTD | -39.6% | +20.7% | -60.2% | -41.9% |
| 1Y | -50.7% | -2.7% | -48.0% | -50.2% |
| All | -58.4% | +68.0% | -126.5% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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