-83.7%
CLSK vs MAS
+207.3%
-291.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -3.4% | -13.0% | -13.9% |
| 7D | -30.7% | +4.6% | -35.3% | -33.8% |
| 30D | -53.8% | +19.9% | -73.7% | -60.6% |
| 3M | -57.9% | +8.9% | -66.8% | -61.6% |
| 6M | -57.6% | +20.2% | -77.8% | -64.9% |
| YTD | -43.9% | +33.9% | -77.8% | -58.3% |
| 1Y | -65.7% | +34.7% | -100.4% | -74.7% |
| 3Y | +27.6% | +60.4% | -32.7% | -17.7% |
| 5Y | -72.3% | +43.5% | -115.7% | -80.4% |
| All | -83.7% | +207.3% | -291.1% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling