-2.7%
MA vs CRCL
+30.9%
-33.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | -3.5% | -12.5% | +9.0% | -3.5% |
| 30D | +0.7% | +26.9% | -26.2% | +0.7% |
| 3M | +15.8% | +14.4% | +1.4% | +15.8% |
| 6M | +10.2% | -23.5% | +33.7% | +10.1% |
| YTD | -0.5% | +13.9% | -14.4% | -0.3% |
| 1Y | -1.8% | -20.6% | +18.7% | -2.0% |
| All | -2.7% | +30.9% | -33.6% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling