+44.7%
MS vs CELH
-50.4%
+95.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | 0.0% |
| 7D | +1.7% | -11.7% | +13.3% | +2.5% |
| 30D | 0.0% | +1.6% | -1.6% | -0.2% |
| 3M | +3.0% | -2.0% | +4.9% | +2.8% |
| 6M | +35.7% | -36.2% | +71.9% | +40.4% |
| YTD | +23.3% | -39.6% | +62.9% | +27.6% |
| 1Y | +44.7% | -50.7% | +95.4% | +53.2% |
| All | +44.7% | -50.4% | +95.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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