+180.1%
CLSK vs MAS
+29.0%
+151.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.4% |
| 7D | +8.8% | -0.8% | +9.6% | +9.5% |
| 30D | -6.0% | -5.6% | -0.4% | -2.3% |
| 3M | -24.4% | +4.4% | -28.8% | -28.8% |
| 6M | +19.0% | +7.2% | +11.8% | +9.4% |
| YTD | +25.4% | +16.1% | +9.3% | +4.8% |
| 1Y | +39.8% | +0.1% | +39.7% | +32.5% |
| All | +180.1% | +29.0% | +151.1% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling