+645.5%
MSTR vs CELH
+3,704.3%
-3,058.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.5% | -2.3% |
| 7D | -11.2% | -15.8% | +4.5% | -7.6% |
| 30D | +33.8% | -5.2% | +39.0% | +35.4% |
| 3M | +11.5% | -6.1% | +17.6% | +12.1% |
| 6M | -7.2% | -40.9% | +33.7% | +3.2% |
| YTD | -15.4% | -41.8% | +26.4% | -5.9% |
| 1Y | -60.6% | -52.6% | -8.0% | -54.6% |
| 3Y | +260.8% | -60.4% | +321.2% | +314.4% |
| 5Y | +108.8% | -12.6% | +121.5% | +90.3% |
| All | +645.5% | +3,704.3% | -3,058.8% | +442.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling