+22.6%
CRCL vs MS
+74.7%
-52.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | +17.1% | +1.4% | +15.7% | +15.8% |
| 30D | +61.3% | -0.3% | +61.5% | +61.6% |
| 3M | +12.7% | +0.3% | +12.4% | +12.6% |
| 6M | -3.1% | +31.3% | -34.4% | -26.2% |
| YTD | +28.7% | +24.7% | +4.0% | +2.3% |
| 1Y | -13.1% | +47.9% | -61.1% | -42.3% |
| All | +22.6% | +74.7% | -52.0% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling