-1.7%
MA vs CRCL
+39.4%
-41.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.3% | -1.4% |
| 7D | -1.8% | +7.5% | -9.2% | -1.7% |
| 30D | +1.4% | +44.3% | -42.9% | +1.4% |
| 3M | +17.7% | +16.5% | +1.2% | +17.7% |
| 6M | +9.7% | -5.6% | +15.3% | +9.7% |
| YTD | +0.5% | +21.3% | -20.8% | +0.6% |
| 1Y | -2.1% | -14.5% | +12.4% | -2.2% |
| All | -1.7% | +39.4% | -41.1% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling