+14.0%
MA vs CRCL
-9.9%
+23.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.9% | +1.3% |
| 7D | +1.3% | -8.4% | +9.7% | +1.3% |
| 30D | +9.6% | -21.8% | +31.4% | +9.7% |
| 3M | +16.8% | -17.5% | +34.3% | +16.9% |
| 6M | +35.2% | -50.9% | +86.0% | +35.6% |
| YTD | +16.6% | -21.6% | +38.1% | +16.9% |
| 1Y | +19.8% | -24.5% | +44.2% | +20.0% |
| All | +14.0% | -9.9% | +23.8% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling