+8.9%
CRCL vs MAGS
+34.0%
-25.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -1.3% |
| 7D | -11.2% | +0.6% | -11.9% | -12.1% |
| 30D | +27.1% | +3.2% | +23.9% | +21.7% |
| 3M | +9.6% | +7.7% | +2.0% | -2.5% |
| 6M | -19.7% | +12.5% | -32.1% | -31.8% |
| YTD | +14.2% | +6.0% | +8.3% | +6.6% |
| 1Y | -32.2% | +14.4% | -46.6% | -39.7% |
| All | +8.9% | +34.0% | -25.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling