+407.7%
COR vs MSI
+598.5%
-190.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +2.8% | -3.7% | +6.5% | +4.1% |
| 30D | +4.5% | +6.8% | -2.3% | +2.1% |
| 3M | +22.7% | +14.3% | +8.4% | +17.0% |
| 6M | -9.7% | -1.6% | -8.2% | -9.8% |
| YTD | -1.4% | +22.8% | -24.2% | -9.3% |
| 1Y | +13.9% | -1.1% | +15.0% | +13.1% |
| 3Y | +94.0% | +70.5% | +23.5% | +53.6% |
| 5Y | +184.0% | +102.8% | +81.2% | +106.1% |
| All | +407.7% | +598.5% | -190.7% | +173.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling