+4,553.5%
CELH vs MTSI
+539.0%
+4,014.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.6% | -1.8% |
| 7D | +7.4% | +7.2% | +0.3% | +4.9% |
| 30D | +16.4% | -18.4% | +34.8% | +20.4% |
| 3M | +17.6% | -16.7% | +34.3% | +19.0% |
| 6M | +7.8% | -31.7% | +39.5% | +11.5% |
| YTD | -27.8% | +45.9% | -73.6% | -41.6% |
| 1Y | -24.4% | +47.0% | -71.4% | -39.2% |
| 3Y | -42.5% | +224.1% | -266.6% | -66.8% |
| 5Y | +1.4% | +238.5% | -237.1% | -42.7% |
| 10Y | +4,553.5% | +512.7% | +4,040.8% | +1,734.7% |
| All | +4,553.5% | +539.0% | +4,014.5% | +1,734.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling