+492.2%
COR vs MSCI
+811.9%
-319.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.6% | +2.6% |
| 7D | +7.8% | +3.0% | +4.8% | +7.1% |
| 30D | +7.0% | +17.8% | -10.8% | +3.1% |
| 3M | +16.3% | +15.2% | +1.1% | +12.5% |
| 6M | +41.3% | +16.5% | +24.8% | +35.9% |
| YTD | +7.1% | +16.4% | -9.2% | +2.6% |
| 1Y | -0.8% | +16.8% | -17.6% | -5.1% |
| 3Y | +85.0% | +35.8% | +49.2% | +66.6% |
| 5Y | +203.9% | +7.0% | +196.9% | +184.9% |
| All | +492.2% | +811.9% | -319.7% | +210.6% |
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