-20.6%
CELH vs MSTZ
-99.1%
+78.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +2.0% |
| 7D | -11.2% | +17.0% | -28.3% | -10.4% |
| 30D | -1.4% | -61.8% | +60.3% | -5.3% |
| 3M | -4.2% | -54.6% | +50.4% | -6.2% |
| 6M | -40.5% | -59.3% | +18.8% | -41.4% |
| YTD | -40.5% | -74.6% | +34.1% | -41.5% |
| 1Y | -53.0% | -18.8% | -34.2% | -51.2% |
| All | -20.6% | -99.1% | +78.5% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling