+143.1%
CELH vs MSI
+810.3%
-667.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.8% | +3.2% | -2.4% | -0.4% |
| 30D | +19.3% | +17.6% | +1.7% | +12.1% |
| 3M | +12.6% | +14.5% | -1.9% | +6.8% |
| 6M | +16.4% | +34.3% | -17.9% | +2.5% |
| YTD | -29.1% | +39.7% | -68.8% | -38.8% |
| 1Y | -26.3% | +40.2% | -66.5% | -36.5% |
| 3Y | -40.1% | +77.1% | -117.3% | -53.9% |
| 5Y | +16.7% | +124.0% | -107.4% | -16.8% |
| 10Y | +4,466.2% | +665.5% | +3,800.7% | +2,069.1% |
| All | +143.1% | +810.3% | -667.1% | +12.4% |
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 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