+33,830.9%
CELH vs MTSI
+1,085.8%
+32,745.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.9% |
| 7D | +9.4% | -3.8% | +13.2% | +9.8% |
| 30D | +14.8% | -31.4% | +46.1% | +22.4% |
| 3M | +20.5% | -23.8% | +44.3% | +24.2% |
| 6M | +1.6% | -37.1% | +38.6% | +6.3% |
| YTD | -28.3% | +32.2% | -60.5% | -38.1% |
| 1Y | -26.4% | +26.9% | -53.3% | -36.0% |
| 3Y | -43.0% | +193.7% | -236.7% | -62.0% |
| 5Y | +4.8% | +218.0% | -213.2% | -31.6% |
| 10Y | +4,820.0% | +477.8% | +4,342.2% | +2,479.3% |
| All | +33,830.9% | +1,085.8% | +32,745.2% | +21,200.6% |
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