-72.3%
CLSK vs MTSI
+183.3%
-255.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +10.8% | -2.4% | -0.1% |
| 7D | -19.7% | -10.0% | -9.7% | -12.3% |
| 30D | -46.5% | -37.2% | -9.3% | -23.7% |
| 3M | -51.7% | -30.1% | -21.6% | -38.3% |
| 6M | -57.5% | -31.9% | -25.6% | -48.2% |
| YTD | -39.1% | +23.2% | -62.3% | -57.6% |
| 1Y | -60.0% | +26.4% | -86.4% | -72.5% |
| 3Y | +42.9% | +186.2% | -143.2% | -61.7% |
| All | -72.3% | +183.3% | -255.6% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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