-21.9%
CRCL vs MTSI
+76.5%
-98.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.5% |
| 7D | -13.6% | -3.8% | -9.8% | -13.1% |
| 30D | -23.1% | -31.4% | +8.3% | -17.9% |
| 3M | -3.1% | -23.8% | +20.7% | +0.9% |
| 6M | -42.8% | -37.1% | -5.8% | -39.1% |
| YTD | -18.1% | +32.2% | -50.3% | -30.4% |
| 1Y | -37.6% | +26.9% | -64.5% | -46.3% |
| All | -21.9% | +76.5% | -98.4% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling