-3.1%
COR vs MTSI
+43.1%
-46.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.2% |
| 7D | +2.9% | +29.1% | -26.3% | +3.2% |
| 30D | +5.8% | -20.4% | +26.2% | +5.2% |
| 3M | +11.4% | -20.9% | +32.3% | +11.1% |
| 6M | +34.5% | -32.3% | +66.7% | +34.0% |
| YTD | +4.1% | +43.5% | -39.4% | -5.5% |
| 1Y | -3.1% | +43.8% | -46.9% | -11.9% |
| All | -3.1% | +43.1% | -46.2% | -11.9% |
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