+13.9%
COR vs MTSI
+105.1%
-91.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.3% | -1.8% |
| 7D | +2.8% | +1.4% | +1.4% | +2.8% |
| 30D | +4.5% | +2.1% | +2.4% | +4.4% |
| 3M | +22.7% | -29.7% | +52.4% | +23.7% |
| 6M | -9.7% | +12.5% | -22.3% | -14.5% |
| YTD | -1.4% | +57.0% | -58.5% | -8.5% |
| 1Y | +13.9% | +103.9% | -90.0% | +4.8% |
| All | +13.9% | +105.1% | -91.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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