-25.3%
CRCL vs MS
+53.9%
-79.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.3% |
| 7D | -8.4% | +5.1% | -13.4% | -12.6% |
| 30D | -21.8% | +5.7% | -27.5% | -25.6% |
| 3M | -17.5% | -12.2% | -5.3% | -6.9% |
| 6M | -50.9% | -0.5% | -50.4% | -50.4% |
| YTD | -21.6% | +9.8% | -31.4% | -29.8% |
| 1Y | -24.5% | +17.7% | -42.2% | -37.1% |
| All | -25.3% | +53.9% | -79.1% | -37.5% |
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