+11.7%
CRCL vs MSTZ
-11.1%
+22.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -1.4% |
| 7D | +4.9% | -23.6% | +28.5% | -0.4% |
| 30D | +38.7% | -60.7% | +99.4% | +11.2% |
| 3M | +14.7% | -58.3% | +72.9% | +3.6% |
| 6M | -16.9% | -60.0% | +43.2% | -15.7% |
| YTD | +17.3% | -75.2% | +92.5% | +23.5% |
| 1Y | -21.2% | -19.9% | -1.3% | +27.6% |
| All | +11.7% | -11.1% | +22.8% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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