-0.4%
CLSK vs MSI
+100.4%
-100.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.3% |
| 7D | +1.7% | -1.8% | +3.5% | +3.1% |
| 30D | +11.1% | -0.6% | +11.7% | +10.8% |
| 3M | -14.1% | +13.0% | -27.1% | -24.8% |
| 6M | +32.9% | +0.5% | +32.4% | +28.3% |
| YTD | +26.5% | +21.7% | +4.8% | +0.8% |
| 1Y | +27.6% | -2.6% | +30.2% | +25.4% |
| 3Y | +190.9% | +69.7% | +121.3% | +36.1% |
| 5Y | -0.4% | +102.8% | -103.2% | -66.2% |
| All | -0.4% | +100.4% | -100.8% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 5y: compounded portfolio wealth divided by compounded MSI 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…
5y analysis · Full analysis span regression · 6 months rolling