+574.0%
MA vs CLSK
-80.9%
+655.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.3% |
| 7D | +1.3% | +8.0% | -6.7% | +1.2% |
| 30D | +9.6% | -27.9% | +37.5% | +9.8% |
| 3M | +16.8% | -42.3% | +59.1% | +17.2% |
| 6M | +35.2% | -50.0% | +85.2% | +35.7% |
| YTD | +16.6% | -34.3% | +50.9% | +16.5% |
| 1Y | +19.8% | -44.5% | +64.3% | +19.8% |
| 3Y | +70.7% | +74.5% | -3.8% | +67.8% |
| 5Y | +87.4% | -69.0% | +156.4% | +84.0% |
| All | +574.0% | -80.9% | +655.0% | +571.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling