+121.7%
CELH vs MSI
+691.3%
-569.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | -3.8% | -5.8% | +2.0% | -1.6% |
| 30D | +6.4% | -1.0% | +7.4% | +6.8% |
| 3M | +5.6% | +14.2% | -8.6% | -0.7% |
| 6M | -31.1% | +1.0% | -32.2% | -32.4% |
| YTD | -35.4% | +21.5% | -56.8% | -41.0% |
| 1Y | -46.9% | -2.1% | -44.7% | -47.4% |
| 3Y | -56.0% | +69.3% | -125.3% | -65.6% |
| 5Y | +1.2% | +99.3% | -98.1% | -24.4% |
| 10Y | +4,043.9% | +595.0% | +3,448.9% | +1,950.2% |
| All | +121.7% | +691.3% | -569.6% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling