+76.9%
COR vs MTSI
+153.8%
-76.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.4% | +14.3% | -4.4% |
| 7D | +2.8% | -24.6% | +27.4% | +2.2% |
| 30D | +7.4% | -45.7% | +53.1% | +5.9% |
| 3M | +7.3% | -27.7% | +35.0% | +6.7% |
| 6M | +11.5% | -37.3% | +48.8% | +10.3% |
| YTD | +1.2% | +11.1% | -10.0% | +0.3% |
| 1Y | -3.3% | +27.2% | -30.5% | -3.8% |
| All | +76.9% | +153.8% | -76.9% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling