-32.2%
CRCL vs MS
+42.0%
-74.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.4% |
| 7D | -11.2% | -1.5% | -9.7% | -9.9% |
| 30D | +27.1% | -1.5% | +28.6% | +28.9% |
| 3M | +9.6% | +1.4% | +8.3% | +8.2% |
| 6M | -19.7% | +34.7% | -54.4% | -39.8% |
| YTD | +14.2% | +22.7% | -8.5% | -7.3% |
| 1Y | -32.2% | +40.1% | -72.3% | -51.3% |
| All | -32.2% | +42.0% | -74.2% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling