-0.8%
COR vs MTSI
+35.9%
-36.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.6% | +8.5% | +2.9% |
| 7D | +7.8% | +10.0% | -2.2% | +7.9% |
| 30D | +7.0% | -20.3% | +27.3% | +6.5% |
| 3M | +16.3% | -24.4% | +40.7% | +15.8% |
| 6M | +41.3% | -39.2% | +80.5% | +41.8% |
| YTD | +7.1% | +35.5% | -28.3% | -3.5% |
| 1Y | -0.8% | +43.0% | -43.9% | -10.3% |
| All | -0.8% | +35.9% | -36.7% | -10.3% |
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