+44.4%
COR vs MSTZ
-99.2%
+143.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.2% | -10.1% | -2.0% |
| 7D | -1.9% | -25.4% | +23.5% | -1.6% |
| 30D | +1.5% | -60.9% | +62.4% | +2.4% |
| 3M | +18.7% | -54.2% | +72.9% | +19.4% |
| 6M | -9.0% | -65.0% | +56.0% | -8.4% |
| YTD | -3.3% | -76.5% | +73.2% | -2.8% |
| 1Y | +9.8% | -23.4% | +33.2% | +8.5% |
| All | +44.4% | -99.2% | +143.6% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling