+520.9%
COR vs MSCI
+789.3%
-268.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | +0.8% | +2.8% | -2.0% | +0.2% |
| 30D | +5.1% | +15.4% | -10.3% | +1.8% |
| 3M | +2.8% | +13.4% | -10.6% | -0.1% |
| 6M | +32.5% | +10.9% | +21.6% | +28.9% |
| YTD | -0.7% | +13.0% | -13.6% | -4.2% |
| 1Y | -6.7% | +12.0% | -18.7% | -9.9% |
| 3Y | +73.7% | +34.1% | +39.6% | +56.8% |
| 5Y | +177.9% | +3.9% | +174.0% | +162.3% |
| All | +520.9% | +789.3% | -268.5% | +239.2% |
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