+33,168.9%
CELH vs MTSI
+1,004.6%
+32,164.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.8% | -3.8% | +4.8% |
| 7D | +10.4% | -10.0% | +20.4% | +12.3% |
| 30D | +19.5% | -37.2% | +56.7% | +29.8% |
| 3M | +35.3% | -30.1% | +65.4% | +42.0% |
| 6M | -2.0% | -31.9% | +29.9% | +0.4% |
| YTD | -29.7% | +23.2% | -52.9% | -38.4% |
| 1Y | -28.6% | +26.4% | -55.0% | -38.0% |
| 3Y | -45.5% | +186.2% | -231.6% | -63.6% |
| 5Y | -10.7% | +187.0% | -197.8% | -40.5% |
| 10Y | +4,822.5% | +460.4% | +4,362.1% | +2,511.9% |
| All | +33,168.9% | +1,004.6% | +32,164.2% | +21,098.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling