-80.2%
CLSK vs MNST
+337.3%
-417.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.0% | +5.1% |
| 7D | +1.6% | -6.9% | +8.5% | +4.3% |
| 30D | -32.9% | +3.7% | -36.7% | -34.5% |
| 3M | -40.0% | -0.3% | -39.7% | -40.7% |
| 6M | -51.7% | +5.1% | -56.8% | -53.7% |
| YTD | -31.7% | +18.4% | -50.1% | -38.1% |
| 1Y | -50.8% | +26.3% | -77.1% | -56.7% |
| 3Y | +84.8% | +64.3% | +20.5% | +40.5% |
| 5Y | -67.8% | +96.8% | -164.6% | -77.2% |
| All | -80.2% | +337.3% | -417.5% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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