+9.0%
MSFT vs CLSK
-58.7%
+67.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -16.6% | +23.2% | +8.0% |
| 7D | +4.7% | -20.7% | +25.4% | +6.4% |
| 30D | +5.8% | -45.5% | +51.3% | +11.1% |
| 3M | +13.0% | -52.0% | +65.0% | +19.6% |
| 6M | +34.9% | -47.0% | +81.9% | +40.3% |
| YTD | +15.7% | -32.8% | +48.5% | +17.6% |
| 1Y | +9.0% | -58.1% | +67.0% | +12.8% |
| All | +9.0% | -58.7% | +67.7% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling