-14.5%
CRCL vs MTSI
+110.2%
-124.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -7.9% | -6.2% |
| 7D | +7.5% | +4.9% | +2.6% | +6.3% |
| 30D | +44.3% | -11.6% | +55.9% | +47.7% |
| 3M | +16.5% | -24.1% | +40.6% | +21.5% |
| 6M | -5.6% | +32.4% | -38.0% | -18.3% |
| YTD | +21.3% | +60.4% | -39.2% | -2.2% |
| 1Y | -14.5% | +111.0% | -125.5% | -33.2% |
| All | -14.5% | +110.2% | -124.7% | -33.2% |
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