+144.8%
MS vs CELH
+3.8%
+141.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.3% |
| 7D | +2.5% | -3.8% | +6.2% | +2.9% |
| 30D | 0.0% | +6.4% | -6.5% | -0.9% |
| 3M | +2.4% | +5.6% | -3.1% | +1.1% |
| 6M | +36.4% | -31.1% | +67.5% | +40.8% |
| YTD | +23.8% | -35.4% | +59.2% | +28.4% |
| 1Y | +48.6% | -46.9% | +95.5% | +56.5% |
| 3Y | +179.1% | -56.0% | +235.2% | +190.8% |
| 5Y | +144.8% | +1.2% | +143.6% | +99.6% |
| All | +144.8% | +3.8% | +141.1% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling