+826.3%
MSFT vs CLSK
-61.4%
+887.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.2% |
| 7D | -1.4% | +21.9% | -23.3% | -1.7% |
| 30D | -1.0% | +9.6% | -10.6% | -1.2% |
| 3M | +20.2% | -18.4% | +38.6% | +20.4% |
| 6M | +21.3% | +46.4% | -25.1% | +20.4% |
| YTD | +2.8% | +33.2% | -30.4% | +2.1% |
| 1Y | 0.0% | +47.0% | -47.0% | -1.0% |
| 3Y | +51.2% | +206.4% | -155.1% | +47.2% |
| 5Y | +71.4% | +5.4% | +66.0% | +66.5% |
| All | +826.3% | -61.4% | +887.7% | +797.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling