+85.0%
COR vs MSI
+76.4%
+8.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +7.8% | +3.2% | +4.6% | +7.4% |
| 30D | +7.0% | +17.6% | -10.6% | +4.6% |
| 3M | +16.3% | +14.5% | +1.7% | +14.0% |
| 6M | +41.3% | +34.3% | +7.0% | +35.8% |
| YTD | +7.1% | +39.7% | -32.6% | +2.0% |
| 1Y | -0.8% | +40.2% | -41.0% | -5.7% |
| 3Y | +85.0% | +77.1% | +7.8% | +69.8% |
| All | +85.0% | +76.4% | +8.6% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling