+179.3%
COR vs MKSI
+84.1%
+95.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | -2.8% | +2.7% | -5.5% | -2.8% |
| 30D | +2.6% | -12.8% | +15.4% | +2.3% |
| 3M | +14.5% | -22.5% | +37.0% | +14.0% |
| 6M | -7.8% | +19.4% | -27.2% | -8.3% |
| YTD | -4.2% | +67.7% | -71.9% | -4.5% |
| 1Y | +7.0% | +131.4% | -124.4% | +6.9% |
| 3Y | +85.5% | +197.3% | -111.8% | +83.8% |
| All | +179.3% | +84.1% | +95.2% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling