+7.1%
CELH vs MTSI
+320.9%
-313.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -4.0% |
| 7D | -7.0% | +1.4% | -8.4% | -7.5% |
| 30D | +5.2% | +2.1% | +3.1% | +2.2% |
| 3M | +10.5% | -29.7% | +40.2% | +19.3% |
| 6M | -32.7% | +12.5% | -45.3% | -41.2% |
| YTD | -33.0% | +57.0% | -90.0% | -50.0% |
| 1Y | -49.5% | +103.9% | -153.5% | -67.9% |
| 3Y | -52.6% | +223.6% | -276.2% | -81.2% |
| All | +7.1% | +320.9% | -313.8% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling