-42.3%
MSTR vs CELH
-47.2%
+4.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.4% |
| 7D | -1.8% | +9.9% | -11.7% | -4.3% |
| 30D | -13.3% | +11.7% | -25.0% | -16.1% |
| 3M | +46.0% | +4.1% | +41.9% | +42.4% |
| 6M | -22.4% | -8.4% | -14.0% | -22.2% |
| YTD | -6.2% | -32.8% | +26.6% | +0.1% |
| 1Y | -42.3% | -48.4% | +6.1% | -36.9% |
| All | -42.3% | -47.2% | +4.9% | -36.9% |
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 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