-1.8%
MA vs CLSK
+27.9%
-29.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.5% |
| 7D | -3.5% | +1.7% | -5.2% | -3.4% |
| 30D | +0.7% | +11.1% | -10.4% | +1.0% |
| 3M | +15.8% | -14.1% | +29.9% | +15.6% |
| 6M | +10.2% | +32.9% | -22.7% | +10.4% |
| YTD | -0.5% | +26.5% | -27.0% | -0.7% |
| 1Y | -1.8% | +27.6% | -29.4% | +1.4% |
| All | -1.8% | +27.9% | -29.7% | +1.4% |
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