+73.5%
MSFT vs CLSK
-4.8%
+78.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.5% |
| 7D | -3.5% | +1.7% | -5.2% | -3.7% |
| 30D | -2.1% | +11.1% | -13.2% | -3.3% |
| 3M | +24.2% | -14.1% | +38.3% | +24.7% |
| 6M | +21.9% | +32.9% | -11.1% | +17.1% |
| YTD | +2.5% | +26.5% | -24.0% | -1.8% |
| 1Y | -0.8% | +27.6% | -28.4% | -6.6% |
| 3Y | +50.8% | +190.9% | -140.1% | +13.6% |
| 5Y | +73.5% | -0.4% | +73.9% | +29.2% |
| All | +73.5% | -4.8% | +78.3% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling