+481.1%
MA vs CLSK
-61.4%
+542.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.7% | -1.5% |
| 7D | -1.8% | +21.9% | -23.6% | -1.9% |
| 30D | +1.4% | +9.6% | -8.2% | +1.3% |
| 3M | +17.7% | -18.4% | +36.1% | +17.8% |
| 6M | +9.7% | +46.4% | -36.7% | +9.1% |
| YTD | +0.5% | +33.2% | -32.7% | -0.1% |
| 1Y | -2.1% | +47.0% | -49.1% | -2.9% |
| 3Y | +40.1% | +206.4% | -166.3% | +37.1% |
| 5Y | +67.5% | +5.4% | +62.1% | +63.5% |
| All | +481.1% | -61.4% | +542.5% | +475.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling