+85.2%
COR vs MKSI
+184.9%
-99.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.9% |
| 7D | -4.8% | +4.9% | -9.7% | -4.5% |
| 30D | -3.7% | -11.0% | +7.3% | -4.2% |
| 3M | +14.3% | -17.1% | +31.4% | +13.4% |
| 6M | -8.5% | +16.4% | -24.9% | -8.2% |
| YTD | -4.4% | +64.3% | -68.7% | -2.2% |
| 1Y | +9.1% | +137.7% | -128.6% | +14.3% |
| All | +85.2% | +184.9% | -99.7% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling