+13.9%
COR vs MAS
+1.6%
+12.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -1.8% |
| 7D | +2.8% | -0.8% | +3.5% | +2.8% |
| 30D | +4.5% | -5.6% | +10.1% | +4.4% |
| 3M | +22.7% | +4.4% | +18.2% | +23.0% |
| 6M | -9.7% | +7.2% | -16.9% | -9.8% |
| YTD | -1.4% | +16.1% | -17.5% | -2.1% |
| 1Y | +13.9% | +0.1% | +13.8% | +17.9% |
| All | +13.9% | +1.6% | +12.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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