+265.1%
MU vs CLSK
-58.7%
+323.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -16.6% | +9.6% | -0.2% |
| 7D | -19.1% | -20.7% | +1.6% | -11.6% |
| 30D | -25.2% | -45.5% | +20.3% | -5.4% |
| 3M | -10.9% | -52.0% | +41.1% | +17.0% |
| 6M | +38.0% | -47.0% | +85.0% | +78.6% |
| YTD | +178.8% | -32.8% | +211.6% | +233.9% |
| 1Y | +265.1% | -58.1% | +323.2% | +372.5% |
| All | +265.1% | -58.7% | +323.9% | +372.5% |
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