+829.5%
MSFT vs CLSK
-60.8%
+890.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.1% | +0.5% |
| 7D | -0.8% | +7.7% | -8.5% | -0.9% |
| 30D | +0.8% | +12.2% | -11.4% | +0.6% |
| 3M | +27.2% | -15.5% | +42.7% | +27.3% |
| 6M | +22.9% | +39.3% | -16.4% | +22.1% |
| YTD | +3.1% | +35.1% | -31.9% | +2.4% |
| 1Y | -0.3% | +34.0% | -34.3% | -1.1% |
| 3Y | +50.1% | +226.3% | -176.2% | +46.0% |
| 5Y | +74.6% | +6.4% | +68.3% | +69.6% |
| All | +829.5% | -60.8% | +890.3% | +800.0% |
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