+53.8%
COR vs MSTZ
-99.3%
+153.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.3% | +3.6% |
| 7D | +2.3% | +4.3% | -1.9% | +2.3% |
| 30D | +6.8% | +30.2% | -23.4% | +6.4% |
| 3M | +8.1% | -66.9% | +75.0% | +9.1% |
| 6M | +33.0% | -26.3% | +59.3% | +32.9% |
| YTD | +3.0% | -80.1% | +83.1% | +3.5% |
| 1Y | -3.4% | -57.5% | +54.1% | -3.9% |
| All | +53.8% | -99.3% | +153.1% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling