+42.7%
COR vs MSTZ
-99.1%
+141.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.6% | -7.3% | -0.8% |
| 7D | -4.8% | +24.8% | -29.6% | -5.1% |
| 30D | -3.7% | -59.2% | +55.5% | -2.9% |
| 3M | +14.3% | -56.9% | +71.2% | +15.1% |
| 6M | -8.5% | -57.6% | +49.1% | -8.1% |
| YTD | -4.4% | -73.6% | +69.2% | -4.1% |
| 1Y | +9.1% | -15.6% | +24.7% | +7.7% |
| All | +42.7% | -99.1% | +141.8% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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