-24.4%
CELH vs MTSI
+41.9%
-66.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.6% | +1.3% |
| 7D | +7.4% | +7.2% | +0.3% | +7.5% |
| 30D | +16.4% | -18.4% | +34.8% | +13.7% |
| 3M | +17.6% | -16.7% | +34.3% | +16.2% |
| 6M | +7.8% | -31.7% | +39.5% | +6.8% |
| YTD | -27.8% | +45.9% | -73.6% | -35.6% |
| 1Y | -24.4% | +47.0% | -71.4% | -33.0% |
| All | -24.4% | +41.9% | -66.3% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling