+126.6%
MSTR vs CELH
-44.6%
+171.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.5% | -3.0% | -5.5% |
| 7D | -11.5% | +6.2% | -17.7% | -13.0% |
| 30D | -24.8% | +14.2% | -39.0% | -27.7% |
| 3M | +20.6% | +15.5% | +5.2% | +15.3% |
| 6M | -38.0% | +7.7% | -45.7% | -40.4% |
| YTD | -24.7% | -30.3% | +5.6% | -19.1% |
| 1Y | -49.1% | -29.0% | -20.1% | -45.7% |
| All | +126.6% | -44.6% | +171.2% | +167.4% |
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