-2.2%
MA vs CRCL
-13.3%
+11.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -2.7% | +17.1% | -19.8% | -3.1% |
| 30D | +1.5% | +61.3% | -59.7% | 0.0% |
| 3M | +20.4% | +12.7% | +7.7% | +19.8% |
| 6M | +11.1% | -3.1% | +14.2% | +10.5% |
| YTD | +2.0% | +28.7% | -26.7% | +0.2% |
| 1Y | -2.2% | -13.1% | +11.0% | -2.8% |
| All | -2.2% | -13.3% | +11.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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