+486.6%
COR vs MTSI
+454.4%
+32.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +2.4% | -3.8% | +6.2% | +2.5% |
| 30D | +7.7% | -31.4% | +39.1% | +10.2% |
| 3M | +7.5% | -23.8% | +31.3% | +8.8% |
| 6M | +34.1% | -37.1% | +71.2% | +36.9% |
| YTD | +3.9% | +32.2% | -28.4% | -1.2% |
| 1Y | -3.6% | +26.9% | -30.6% | -8.2% |
| 3Y | +80.5% | +193.7% | -113.2% | +55.0% |
| 5Y | +194.9% | +218.0% | -23.2% | +146.3% |
| 10Y | +486.6% | +477.8% | +8.9% | +324.5% |
| All | +486.6% | +454.4% | +32.2% | +324.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling