-18.4%
CRCL vs MAS
+32.7%
-51.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.1% |
| 7D | -6.4% | +2.0% | -8.4% | -6.5% |
| 30D | -16.0% | +19.4% | -35.4% | -17.4% |
| 3M | +7.3% | +9.4% | -2.2% | +5.9% |
| 6M | -44.3% | +15.3% | -59.6% | -44.9% |
| YTD | -14.4% | +31.3% | -45.7% | -19.6% |
| 1Y | -32.1% | +34.9% | -67.0% | -36.7% |
| All | -18.4% | +32.7% | -51.1% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling