-19.4%
CRCL vs MOS
-35.3%
+16.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.4% |
| 7D | -11.8% | +5.5% | -17.3% | -12.3% |
| 30D | -20.0% | +21.0% | -40.9% | -21.7% |
| 3M | -5.7% | -0.5% | -5.2% | -6.1% |
| 6M | -49.1% | +6.6% | -55.7% | -49.4% |
| YTD | -15.4% | -2.8% | -12.6% | -18.9% |
| 1Y | -31.7% | -8.1% | -23.7% | -33.3% |
| All | -19.4% | -35.3% | +16.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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