+9.1%
COR vs MSTZ
-19.0%
+28.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.5% |
| 7D | -3.9% | -23.6% | +19.7% | -3.6% |
| 30D | -0.3% | -60.7% | +60.4% | +0.7% |
| 3M | +15.9% | -58.3% | +74.1% | +16.9% |
| 6M | -10.3% | -60.0% | +49.8% | -9.5% |
| YTD | -3.7% | -75.2% | +71.5% | -3.5% |
| 1Y | +9.1% | -19.9% | +29.0% | +7.8% |
| All | +9.1% | -19.0% | +28.1% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling