+95.0%
MO vs CLSK
+211.4%
-116.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | +0.4% |
| 7D | +0.1% | +7.7% | -7.6% | +0.2% |
| 30D | +7.1% | +12.2% | -5.1% | +7.3% |
| 3M | -2.0% | -15.5% | +13.5% | -1.8% |
| 6M | +7.3% | +39.3% | -32.0% | +7.4% |
| YTD | +23.5% | +35.1% | -11.6% | +23.6% |
| 1Y | +11.0% | +34.0% | -23.0% | +11.1% |
| 3Y | +95.0% | +226.3% | -131.3% | +73.1% |
| All | +95.0% | +211.4% | -116.4% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling