+623.7%
MS vs CLSK
-61.9%
+685.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +1.7% | +17.2% | -15.5% | +1.3% |
| 30D | 0.0% | +14.6% | -14.6% | -0.4% |
| 3M | +3.0% | -16.8% | +19.8% | +3.2% |
| 6M | +35.7% | +38.2% | -2.5% | +34.4% |
| YTD | +23.3% | +31.2% | -7.9% | +22.0% |
| 1Y | +44.7% | +37.3% | +7.3% | +42.7% |
| 3Y | +178.0% | +201.8% | -23.8% | +167.6% |
| 5Y | +143.2% | -1.6% | +144.7% | +134.1% |
| All | +623.7% | -61.9% | +685.6% | +586.1% |
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 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