+68.3%
MA vs CLSK
-1.2%
+69.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -3.5% | +17.2% | -20.7% | -4.4% |
| 30D | +0.8% | +14.6% | -13.8% | -0.2% |
| 3M | +14.8% | -16.8% | +31.6% | +15.2% |
| 6M | +10.0% | +38.2% | -28.2% | +6.5% |
| YTD | -0.1% | +31.2% | -31.3% | -3.8% |
| 1Y | -2.2% | +37.3% | -39.6% | -7.4% |
| 3Y | +39.3% | +201.8% | -162.6% | +10.7% |
| All | +68.3% | -1.2% | +69.5% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling