-2.2%
MA vs CLSK
+35.0%
-37.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -2.7% | +8.8% | -11.5% | -2.5% |
| 30D | +1.5% | -6.0% | +7.5% | +1.5% |
| 3M | +20.4% | -24.4% | +44.8% | +20.0% |
| 6M | +11.1% | +19.0% | -7.9% | +11.2% |
| YTD | +2.0% | +25.4% | -23.4% | +1.8% |
| 1Y | -2.2% | +39.8% | -41.9% | +1.2% |
| All | -2.2% | +35.0% | -37.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 1y: compounded portfolio wealth divided by compounded CLSK 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…
1y analysis · Full analysis span regression · 6 months rolling