+17,590.3%
COR vs MSI
+1,080.9%
+16,509.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.8% | +4.7% | -3.9% | +0.1% |
| 30D | +5.1% | +14.8% | -9.6% | +2.9% |
| 3M | +2.8% | +8.8% | -6.0% | +1.4% |
| 6M | +32.5% | +19.3% | +13.2% | +28.6% |
| YTD | -0.7% | +35.3% | -36.0% | -5.6% |
| 1Y | -6.7% | +33.8% | -40.5% | -11.2% |
| 3Y | +73.7% | +74.4% | -0.7% | +57.8% |
| 5Y | +177.9% | +120.5% | +57.3% | +142.2% |
| 10Y | +533.8% | +685.2% | -151.4% | +362.0% |
| All | +17,590.3% | +1,080.9% | +16,509.4% | +10,344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling