+5,901.5%
COR vs MKSI
+2,229.0%
+3,672.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -3.9% | +6.6% | -10.5% | -4.4% |
| 30D | -0.3% | -8.2% | +7.9% | +0.3% |
| 3M | +15.9% | -16.4% | +32.3% | +16.4% |
| 6M | -10.3% | +23.0% | -33.2% | -13.4% |
| YTD | -3.7% | +68.2% | -71.9% | -9.9% |
| 1Y | +9.1% | +148.6% | -139.5% | -2.2% |
| 3Y | +86.6% | +196.0% | -109.4% | +58.9% |
| 5Y | +180.9% | +87.4% | +93.6% | +145.9% |
| 10Y | +407.4% | +523.8% | -116.4% | +282.3% |
| All | +5,901.5% | +2,229.0% | +3,672.6% | +3,908.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling