+520.9%
COR vs MAS
+213.7%
+307.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | +0.8% | +2.0% | -1.1% | +0.4% |
| 30D | +5.1% | +19.4% | -14.2% | +1.3% |
| 3M | +2.8% | +9.4% | -6.6% | +0.8% |
| 6M | +32.5% | +15.3% | +17.2% | +27.8% |
| YTD | -0.7% | +31.3% | -32.0% | -7.9% |
| 1Y | -6.7% | +34.9% | -41.6% | -14.2% |
| 3Y | +73.7% | +58.6% | +15.1% | +47.0% |
| 5Y | +177.9% | +40.7% | +137.2% | +138.7% |
| All | +520.9% | +213.7% | +307.2% | +269.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling