+44.4%
COR vs MSTU
-86.5%
+130.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.6% | +6.7% | -2.0% |
| 7D | -1.9% | +16.1% | -18.0% | -1.6% |
| 30D | +1.5% | +68.7% | -67.1% | +2.4% |
| 3M | +18.7% | -11.0% | +29.7% | +19.3% |
| 6M | -9.0% | -33.4% | +24.3% | -8.6% |
| YTD | -3.3% | -59.5% | +56.2% | -3.1% |
| 1Y | +9.8% | -93.4% | +103.2% | +8.0% |
| All | +44.4% | -86.5% | +130.9% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 5y: compounded portfolio wealth divided by compounded MSTU 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…
5y analysis · Full analysis span regression · 6 months rolling