-80.9%
CLSK vs MAS
+211.6%
-292.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -3.0% |
| 7D | +8.0% | +3.0% | +5.0% | +5.9% |
| 30D | -27.9% | +22.4% | -50.3% | -39.4% |
| 3M | -42.3% | +14.5% | -56.8% | -49.2% |
| 6M | -50.0% | +27.1% | -77.1% | -60.3% |
| YTD | -34.3% | +35.8% | -70.0% | -51.6% |
| 1Y | -44.5% | +39.4% | -83.9% | -60.1% |
| 3Y | +74.5% | +60.3% | +14.3% | +13.1% |
| 5Y | -69.0% | +39.4% | -108.4% | -77.6% |
| All | -80.9% | +211.6% | -292.6% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling