+22.5%
MA vs CLSK
-58.7%
+81.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -16.6% | +20.5% | +3.2% |
| 7D | +10.2% | -20.7% | +31.0% | +9.4% |
| 30D | +19.3% | -45.5% | +64.8% | +17.2% |
| 3M | +18.0% | -52.0% | +70.0% | +15.6% |
| 6M | +33.7% | -47.0% | +80.7% | +31.3% |
| YTD | +18.6% | -32.8% | +51.4% | +16.2% |
| 1Y | +22.5% | -58.1% | +80.6% | +21.0% |
| All | +22.5% | -58.7% | +81.2% | +21.0% |
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