-2.0%
MA vs CRCL
+31.3%
-33.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.7% | -11.2% | +9.5% | -1.7% |
| 30D | +1.7% | +27.1% | -25.4% | +1.7% |
| 3M | +17.2% | +9.6% | +7.5% | +17.2% |
| 6M | +13.3% | -19.7% | +33.0% | +13.3% |
| YTD | +0.2% | +14.2% | -14.1% | +0.3% |
| 1Y | -2.7% | -32.2% | +29.5% | -3.5% |
| All | -2.0% | +31.3% | -33.3% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling