+132.2%
COR vs MSFU
+76.3%
+55.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.9% |
| 7D | +2.8% | -5.7% | +8.5% | +2.7% |
| 30D | +4.5% | +4.2% | +0.4% | +4.6% |
| 3M | +22.7% | +27.9% | -5.2% | +23.3% |
| 6M | -9.7% | +37.1% | -46.9% | -9.2% |
| YTD | -1.4% | -7.4% | +5.9% | -0.9% |
| 1Y | +13.9% | -19.6% | +33.5% | +14.6% |
| 3Y | +94.0% | +33.2% | +60.8% | +90.7% |
| All | +132.2% | +76.3% | +55.9% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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