-31.6%
CRCL vs MTSI
+59.5%
-91.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -6.8% | -10.7% | +3.8% | -5.0% |
| 30D | -8.6% | -29.0% | +20.4% | -3.6% |
| 3M | +20.3% | -14.7% | +35.0% | +21.9% |
| 6M | -36.3% | -20.1% | -16.2% | -36.4% |
| YTD | -4.0% | +36.1% | -40.1% | -19.6% |
| 1Y | -31.6% | +61.7% | -93.3% | -45.1% |
| All | -31.6% | +59.5% | -91.1% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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