+479.4%
MA vs CLSK
-60.8%
+540.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | +0.6% |
| 7D | -1.7% | +7.7% | -9.5% | -1.8% |
| 30D | +1.7% | +12.2% | -10.5% | +1.6% |
| 3M | +17.2% | -15.5% | +32.7% | +17.2% |
| 6M | +13.3% | +39.3% | -26.0% | +12.8% |
| YTD | +0.2% | +35.1% | -34.9% | -0.4% |
| 1Y | -2.7% | +34.0% | -36.7% | -3.4% |
| 3Y | +39.1% | +226.3% | -187.2% | +36.0% |
| 5Y | +68.8% | +6.4% | +62.4% | +64.7% |
| All | +479.4% | -60.8% | +540.2% | +473.7% |
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