-19.4%
CELH vs MSTU
-87.2%
+67.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.4% | -1.1% | -6.2% |
| 7D | -11.7% | +12.9% | -24.6% | -12.4% |
| 30D | +1.6% | +68.3% | -66.8% | -2.2% |
| 3M | -2.0% | +0.4% | -2.3% | -4.0% |
| 6M | -36.2% | -41.5% | +5.3% | -36.7% |
| YTD | -39.6% | -61.7% | +22.1% | -40.0% |
| 1Y | -50.7% | -93.7% | +43.0% | -47.9% |
| All | -19.4% | -87.2% | +67.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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