-23.3%
CRCL vs MTSI
+91.5%
-114.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.6% |
| 7D | -8.1% | +29.1% | -37.3% | -13.1% |
| 30D | -24.3% | -20.4% | -3.9% | -21.5% |
| 3M | -10.5% | -20.9% | +10.4% | -7.4% |
| 6M | -48.4% | -32.3% | -16.1% | -45.9% |
| YTD | -19.5% | +43.5% | -63.0% | -32.8% |
| 1Y | -26.0% | +43.8% | -69.9% | -37.8% |
| All | -23.3% | +91.5% | -114.8% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling