-63.6%
CLSK vs MTSI
+554.7%
-618.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | -0.7% |
| 7D | +8.8% | +1.4% | +7.4% | +8.2% |
| 30D | -6.0% | +2.1% | -8.1% | -7.9% |
| 3M | -24.4% | -29.7% | +5.4% | -12.2% |
| 6M | +19.0% | +12.5% | +6.5% | +10.9% |
| YTD | +25.4% | +57.0% | -31.6% | -0.2% |
| 1Y | +39.8% | +103.9% | -64.2% | -1.2% |
| 3Y | +177.7% | +223.6% | -45.9% | +65.2% |
| 5Y | -11.0% | +321.6% | -332.6% | -50.4% |
| All | -63.6% | +554.7% | -618.3% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling