+512.3%
COR vs MSCI
+799.4%
-287.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.5% |
| 7D | +2.3% | +1.5% | +0.9% | +2.1% |
| 30D | +6.8% | +14.4% | -7.6% | +3.6% |
| 3M | +8.1% | +15.2% | -7.1% | +4.6% |
| 6M | +33.0% | +11.2% | +21.8% | +29.3% |
| YTD | +3.0% | +13.9% | -11.0% | -0.9% |
| 1Y | -3.4% | +12.5% | -15.9% | -6.8% |
| 3Y | +80.1% | +32.3% | +47.8% | +63.3% |
| 5Y | +194.7% | +4.9% | +189.9% | +177.6% |
| 10Y | +512.3% | +779.7% | -267.4% | +244.5% |
| All | +512.3% | +799.4% | -287.1% | +244.5% |
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