+206.4%
CLSK vs MOS
-21.8%
+228.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +4.9% |
| 7D | +21.9% | +7.1% | +14.8% | +17.9% |
| 30D | +9.6% | +15.0% | -5.5% | +1.9% |
| 3M | -18.4% | +24.1% | -42.5% | -27.4% |
| 6M | +46.4% | +2.7% | +43.6% | +39.9% |
| YTD | +33.2% | +12.2% | +21.0% | +21.5% |
| 1Y | +47.0% | -16.3% | +63.3% | +55.8% |
| 3Y | +206.4% | -23.3% | +229.7% | +246.0% |
| All | +206.4% | -21.8% | +228.2% | +246.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling