+25.1%
CELH vs MSI
+124.3%
-99.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.8% | +3.2% | -2.4% | -1.1% |
| 30D | +19.3% | +17.6% | +1.7% | +7.8% |
| 3M | +12.6% | +14.5% | -1.9% | +3.3% |
| 6M | +16.4% | +34.3% | -17.9% | -6.4% |
| YTD | -29.1% | +39.7% | -68.8% | -45.4% |
| 1Y | -26.3% | +40.2% | -66.5% | -43.5% |
| 3Y | -40.1% | +77.1% | -117.3% | -68.2% |
| All | +25.1% | +124.3% | -99.2% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling