-12.6%
CELH vs MSI
+100.4%
-113.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.5% | -4.2% |
| 7D | -15.8% | -1.8% | -14.0% | -14.8% |
| 30D | -5.2% | -0.6% | -4.6% | -4.9% |
| 3M | -6.1% | +13.0% | -19.2% | -15.1% |
| 6M | -40.9% | +0.5% | -41.4% | -42.2% |
| YTD | -41.8% | +21.7% | -63.5% | -50.9% |
| 1Y | -52.6% | -2.6% | -50.0% | -52.8% |
| 3Y | -60.4% | +69.7% | -130.0% | -79.1% |
| 5Y | -12.6% | +102.8% | -115.4% | -65.0% |
| All | -12.6% | +100.4% | -113.1% | -65.0% |
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