+828.0%
MSTR vs CELH
+305.2%
+522.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | -13.4% | +0.8% | -14.2% | -13.5% |
| 30D | -22.1% | +19.3% | -41.4% | -22.7% |
| 3M | +15.0% | +12.6% | +2.3% | +14.3% |
| 6M | -37.3% | +16.4% | -53.7% | -37.8% |
| YTD | -26.5% | -29.1% | +2.6% | -25.7% |
| 1Y | -46.5% | -26.3% | -20.1% | -46.0% |
| 3Y | +121.1% | -40.1% | +161.2% | +123.5% |
| 5Y | +37.5% | +16.7% | +20.8% | +35.4% |
| 10Y | +467.3% | +4,466.2% | -3,998.9% | +429.9% |
| All | +828.0% | +305.2% | +522.8% | +736.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling