+184.7%
MS vs CLSK
+182.0%
+2.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +1.4% | +8.8% | -7.5% | +0.4% |
| 30D | -0.3% | -6.0% | +5.7% | +0.1% |
| 3M | +0.3% | -24.4% | +24.7% | +2.2% |
| 6M | +31.3% | +19.0% | +12.3% | +26.8% |
| YTD | +24.7% | +25.4% | -0.7% | +18.5% |
| 1Y | +47.9% | +39.8% | +8.2% | +36.9% |
| All | +184.7% | +182.0% | +2.7% | +127.3% |
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