-53.0%
CELH vs MSTZ
-18.6%
-34.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +1.9% |
| 7D | -11.2% | +17.0% | -28.3% | -10.0% |
| 30D | -1.4% | -61.8% | +60.3% | -7.5% |
| 3M | -4.2% | -54.6% | +50.4% | -7.8% |
| 6M | -40.5% | -59.3% | +18.8% | -42.5% |
| YTD | -40.5% | -74.6% | +34.1% | -42.9% |
| 1Y | -53.0% | -18.8% | -34.2% | -46.7% |
| All | -53.0% | -18.6% | -34.4% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling