+15.6%
CRCL vs MSTU
-95.8%
+111.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -8.6% | +2.9% | -2.6% |
| 7D | +7.5% | +16.1% | -8.7% | +1.1% |
| 30D | +44.3% | +68.7% | -24.4% | +16.4% |
| 3M | +16.5% | -11.0% | +27.5% | +12.7% |
| 6M | -5.6% | -33.4% | +27.8% | -2.4% |
| YTD | +21.3% | -59.5% | +80.8% | +36.9% |
| 1Y | -14.5% | -93.4% | +78.9% | +55.3% |
| All | +15.6% | -95.8% | +111.4% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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