+13.9%
COR vs MKSI
+162.5%
-148.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.1% | -1.6% |
| 7D | +2.8% | +1.8% | +1.0% | +2.9% |
| 30D | +4.5% | -16.8% | +21.3% | +3.7% |
| 3M | +22.7% | -21.1% | +43.8% | +20.4% |
| 6M | -9.7% | +10.8% | -20.6% | -13.6% |
| YTD | -1.4% | +63.3% | -64.8% | -5.7% |
| 1Y | +13.9% | +157.0% | -143.1% | +8.7% |
| All | +13.9% | +162.5% | -148.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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