-61.4%
CLSK vs MOS
+14.7%
-76.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +5.2% |
| 7D | +21.9% | +7.1% | +14.8% | +18.7% |
| 30D | +9.6% | +15.0% | -5.5% | +3.4% |
| 3M | -18.4% | +24.1% | -42.5% | -25.5% |
| 6M | +46.4% | +2.7% | +43.6% | +42.0% |
| YTD | +33.2% | +12.2% | +21.0% | +25.0% |
| 1Y | +47.0% | -16.3% | +63.3% | +53.8% |
| 3Y | +206.4% | -23.3% | +229.7% | +224.5% |
| 5Y | +5.4% | -4.2% | +9.6% | +1.7% |
| All | -61.4% | +14.7% | -76.1% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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