+174.8%
MS vs CLSK
+62.2%
+112.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.2% | -9.1% | +1.8% |
| 7D | +0.7% | -3.4% | +4.1% | +0.5% |
| 30D | -0.9% | -34.2% | +33.2% | +2.8% |
| 3M | -13.0% | -43.8% | +30.8% | -8.7% |
| 6M | -2.0% | -51.3% | +49.4% | +3.5% |
| YTD | +7.8% | -31.7% | +39.5% | +8.4% |
| 1Y | +17.9% | -55.6% | +73.5% | +22.8% |
| 3Y | +174.8% | +87.3% | +87.5% | +156.7% |
| All | +174.8% | +62.2% | +112.6% | +156.7% |
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 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