-82.3%
CLSK vs MTSI
+413.6%
-495.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +10.8% | -2.4% | +3.5% |
| 7D | -19.7% | -10.0% | -9.7% | -15.1% |
| 30D | -46.5% | -37.2% | -9.3% | -33.8% |
| 3M | -51.7% | -30.1% | -21.6% | -43.5% |
| 6M | -57.5% | -31.9% | -25.6% | -50.8% |
| YTD | -39.1% | +23.2% | -62.3% | -46.2% |
| 1Y | -60.0% | +26.4% | -86.4% | -64.7% |
| 3Y | +42.9% | +186.2% | -143.2% | -9.8% |
| 5Y | -69.9% | +187.0% | -257.0% | -80.8% |
| All | -82.3% | +413.6% | -495.9% | -88.8% |
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