-82.3%
CLSK vs MOS
-2.5%
-79.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.3% | +8.4% |
| 7D | -19.7% | +21.6% | -41.3% | -27.2% |
| 30D | -46.5% | +12.0% | -58.5% | -50.0% |
| 3M | -51.7% | -3.9% | -47.8% | -52.3% |
| 6M | -57.5% | -3.3% | -54.2% | -58.3% |
| YTD | -39.1% | -4.6% | -34.5% | -40.6% |
| 1Y | -60.0% | -7.0% | -53.0% | -60.7% |
| 3Y | +42.9% | -24.4% | +67.3% | +49.3% |
| 5Y | -69.9% | -32.1% | -37.8% | -68.0% |
| All | -82.3% | -2.5% | -79.8% | -81.5% |
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