+17,451.9%
COR vs MAS
+1,122.6%
+16,329.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.2% |
| 7D | +2.8% | -0.8% | +3.5% | +2.9% |
| 30D | +4.5% | -5.6% | +10.1% | +5.5% |
| 3M | +22.7% | +4.4% | +18.2% | +21.2% |
| 6M | -9.7% | +7.2% | -16.9% | -11.6% |
| YTD | -1.4% | +16.1% | -17.5% | -5.2% |
| 1Y | +13.9% | +0.1% | +13.8% | +12.4% |
| 3Y | +94.0% | +28.3% | +65.7% | +79.1% |
| 5Y | +184.0% | +30.5% | +153.6% | +157.1% |
| 10Y | +406.8% | +139.1% | +267.6% | +302.0% |
| All | +17,451.9% | +1,122.6% | +16,329.3% | +9,532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling