+47.2%
COR vs MSTZ
-99.3%
+146.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -1.9% |
| 7D | +2.8% | -29.7% | +32.5% | +3.1% |
| 30D | +4.5% | -65.3% | +69.8% | +5.6% |
| 3M | +22.7% | -57.3% | +80.0% | +23.5% |
| 6M | -9.7% | -61.6% | +51.9% | -9.2% |
| YTD | -1.4% | -78.3% | +76.9% | -0.8% |
| 1Y | +13.9% | -30.2% | +44.2% | +12.7% |
| All | +47.2% | -99.3% | +146.4% | +48.8% |
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 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