+475.2%
COR vs MSCI
+799.8%
-324.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +2.9% | -0.7% | +3.5% | +3.0% |
| 30D | +5.8% | +16.2% | -10.3% | +2.3% |
| 3M | +11.4% | +16.1% | -4.7% | +7.6% |
| 6M | +34.5% | +12.9% | +21.5% | +30.2% |
| YTD | +4.1% | +14.8% | -10.8% | -0.1% |
| 1Y | -3.1% | +13.8% | -16.9% | -6.8% |
| 3Y | +80.9% | +31.2% | +49.6% | +64.2% |
| 5Y | +195.1% | +5.6% | +189.6% | +177.6% |
| All | +475.2% | +799.8% | -324.6% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling