+1,087.2%
MSTR vs CELH
+283.2%
+804.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.3% |
| 7D | +12.2% | -7.0% | +19.2% | +12.5% |
| 30D | +45.2% | +5.2% | +40.0% | +44.7% |
| 3M | +10.4% | +10.5% | -0.1% | +9.8% |
| 6M | -2.5% | -32.7% | +30.2% | -1.1% |
| YTD | -6.0% | -33.0% | +26.9% | -4.7% |
| 1Y | -56.4% | -49.5% | -6.9% | -55.4% |
| 3Y | +306.3% | -52.6% | +358.9% | +314.3% |
| 5Y | +100.5% | +5.2% | +95.3% | +98.1% |
| 10Y | +741.1% | +4,178.1% | -3,437.0% | +687.8% |
| All | +1,087.2% | +283.2% | +804.0% | +973.3% |
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