+381.7%
MS vs CELH
+283.2%
+98.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.3% |
| 7D | +1.4% | -7.0% | +8.4% | +1.6% |
| 30D | -0.3% | +5.2% | -5.4% | -0.5% |
| 3M | +0.3% | +10.5% | -10.2% | -0.1% |
| 6M | +31.3% | -32.7% | +64.1% | +32.4% |
| YTD | +24.7% | -33.0% | +57.6% | +25.6% |
| 1Y | +47.9% | -49.5% | +97.5% | +49.9% |
| 3Y | +178.3% | -52.6% | +231.0% | +180.2% |
| 5Y | +144.9% | +5.2% | +139.7% | +139.5% |
| 10Y | +804.5% | +4,178.1% | -3,373.6% | +716.5% |
| All | +381.7% | +283.2% | +98.4% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling