+13.9%
COR vs MSI
-0.7%
+14.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +2.8% | -3.7% | +6.5% | +3.0% |
| 30D | +4.5% | +6.8% | -2.3% | +4.1% |
| 3M | +22.7% | +14.3% | +8.4% | +21.9% |
| 6M | -9.7% | -1.6% | -8.2% | -11.0% |
| YTD | -1.4% | +22.8% | -24.2% | -1.1% |
| 1Y | +13.9% | -1.1% | +15.0% | +15.5% |
| All | +13.9% | -0.7% | +14.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling