+283.2%
MSTR vs CELH
-56.7%
+339.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -3.4% |
| 7D | +9.3% | -3.8% | +13.1% | +10.6% |
| 30D | +36.5% | +6.4% | +30.1% | +33.9% |
| 3M | +7.3% | +5.6% | +1.8% | +4.4% |
| 6M | +2.2% | -31.1% | +33.4% | +11.3% |
| YTD | -10.2% | -35.4% | +25.2% | -0.8% |
| 1Y | -58.6% | -46.9% | -11.7% | -52.4% |
| 3Y | +283.2% | -56.0% | +339.2% | +406.0% |
| All | +283.2% | -56.7% | +339.9% | +406.0% |
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