-81.2%
CLSK vs MOS
+0.2%
-81.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.3% |
| 7D | -19.4% | +24.8% | -44.2% | -27.3% |
| 30D | -37.4% | +22.7% | -60.1% | -43.4% |
| 3M | -43.3% | -1.2% | -42.1% | -44.5% |
| 6M | -53.7% | +5.5% | -59.3% | -56.1% |
| YTD | -35.1% | -2.0% | -33.1% | -37.3% |
| 1Y | -56.3% | -7.9% | -48.3% | -56.8% |
| 3Y | +75.7% | -25.0% | +100.6% | +84.4% |
| 5Y | -67.7% | -27.7% | -39.9% | -66.4% |
| All | -81.2% | +0.2% | -81.4% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling