+179.1%
MS vs CELH
-56.7%
+235.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.4% |
| 7D | +2.5% | -3.8% | +6.2% | +2.8% |
| 30D | 0.0% | +6.4% | -6.5% | -0.7% |
| 3M | +2.4% | +5.6% | -3.1% | +1.5% |
| 6M | +36.4% | -31.1% | +67.5% | +39.9% |
| YTD | +23.8% | -35.4% | +59.2% | +27.4% |
| 1Y | +48.6% | -46.9% | +95.5% | +54.8% |
| 3Y | +179.1% | -56.0% | +235.2% | +199.9% |
| All | +179.1% | -56.7% | +235.9% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling