-19.4%
CRCL vs MAS
+37.5%
-56.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -11.8% | -1.8% | -10.0% | -11.6% |
| 30D | -20.0% | +23.6% | -43.5% | -21.6% |
| 3M | -5.7% | +12.4% | -18.1% | -7.2% |
| 6M | -49.1% | +21.9% | -70.9% | -49.8% |
| YTD | -15.4% | +36.1% | -51.5% | -20.8% |
| 1Y | -31.7% | +39.5% | -71.2% | -36.5% |
| All | -19.4% | +37.5% | -56.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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