+328.4%
CLSK vs MAGS
+187.7%
+140.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -2.0% |
| 7D | +17.2% | +0.8% | +16.4% | +16.0% |
| 30D | +14.6% | +0.4% | +14.2% | +13.6% |
| 3M | -16.8% | +5.6% | -22.4% | -23.7% |
| 6M | +38.2% | +12.3% | +25.9% | +16.5% |
| YTD | +31.2% | +5.1% | +26.1% | +22.8% |
| 1Y | +37.3% | +14.0% | +23.4% | +15.5% |
| 3Y | +201.8% | +129.4% | +72.4% | +6.8% |
| All | +328.4% | +187.7% | +140.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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