+40.9%
MSTR vs CELH
+0.1%
+40.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.5% | -3.0% | -5.1% |
| 7D | -11.5% | +6.2% | -17.7% | -13.7% |
| 30D | -24.8% | +14.2% | -39.0% | -28.9% |
| 3M | +20.6% | +15.5% | +5.2% | +13.2% |
| 6M | -38.0% | +7.7% | -45.7% | -41.6% |
| YTD | -24.7% | -30.3% | +5.6% | -16.9% |
| 1Y | -49.1% | -29.0% | -20.1% | -44.5% |
| 3Y | +124.7% | -44.5% | +169.2% | +145.3% |
| 5Y | +40.9% | +14.8% | +26.2% | -20.9% |
| All | +40.9% | +0.1% | +40.9% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling