-80.2%
CLSK vs MAS
+216.2%
-296.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +4.5% | +7.7% | +8.8% |
| 7D | -3.4% | +3.3% | -6.6% | -6.3% |
| 30D | -34.2% | +25.5% | -59.6% | -45.7% |
| 3M | -43.8% | +11.8% | -55.6% | -49.6% |
| 6M | -51.3% | +21.3% | -72.7% | -59.9% |
| YTD | -31.7% | +37.7% | -69.5% | -50.2% |
| 1Y | -55.6% | +41.0% | -96.6% | -68.4% |
| 3Y | +87.3% | +63.0% | +24.3% | +19.7% |
| 5Y | -67.6% | +44.1% | -111.7% | -77.1% |
| All | -80.2% | +216.2% | -296.4% | -91.4% |
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