-81.2%
CLSK vs MAS
+212.1%
-293.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -3.9% |
| 7D | -19.4% | +3.6% | -23.0% | -21.8% |
| 30D | -37.4% | +23.8% | -61.2% | -47.8% |
| 3M | -43.3% | +14.4% | -57.7% | -50.1% |
| 6M | -53.7% | +19.7% | -73.5% | -61.5% |
| YTD | -35.1% | +36.0% | -71.0% | -52.2% |
| 1Y | -56.3% | +40.4% | -96.6% | -68.8% |
| 3Y | +75.7% | +58.9% | +16.7% | +14.6% |
| 5Y | -67.7% | +44.5% | -112.2% | -77.2% |
| All | -81.2% | +212.1% | -293.3% | -91.7% |
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