-19.4%
CELH vs MSTZ
-99.2%
+79.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.5% | -12.0% | -6.2% |
| 7D | -11.7% | -23.6% | +11.9% | -12.5% |
| 30D | +1.6% | -60.7% | +62.3% | -2.3% |
| 3M | -2.0% | -58.3% | +56.3% | -4.5% |
| 6M | -36.2% | -60.0% | +23.8% | -37.2% |
| YTD | -39.6% | -75.2% | +35.6% | -40.7% |
| 1Y | -50.7% | -19.9% | -30.8% | -48.8% |
| All | -19.4% | -99.2% | +79.8% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling