+5,383.1%
MU vs CLSK
-60.8%
+5,444.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.5% |
| 7D | -4.1% | +7.7% | -11.8% | -4.3% |
| 30D | +7.0% | +12.2% | -5.2% | +6.5% |
| 3M | -2.1% | -15.5% | +13.4% | -1.5% |
| 6M | +133.1% | +39.3% | +93.7% | +130.9% |
| YTD | +241.9% | +35.1% | +206.8% | +238.4% |
| 1Y | +548.8% | +34.0% | +514.7% | +540.4% |
| 3Y | +1,308.2% | +226.3% | +1,081.9% | +1,248.4% |
| 5Y | +1,260.7% | +6.4% | +1,254.3% | +1,204.5% |
| All | +5,383.1% | -60.8% | +5,444.0% | +4,879.9% |
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