+181.4%
COR vs MTSI
+183.3%
-1.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -1.9% |
| 7D | +0.8% | -10.0% | +10.8% | +0.9% |
| 30D | +5.1% | -37.2% | +42.3% | +5.4% |
| 3M | +2.8% | -30.1% | +32.9% | +3.0% |
| 6M | +32.5% | -31.9% | +64.4% | +32.3% |
| YTD | -0.7% | +23.2% | -23.8% | -2.7% |
| 1Y | -6.7% | +26.4% | -33.1% | -8.7% |
| 3Y | +73.7% | +186.2% | -112.4% | +62.7% |
| All | +181.4% | +183.3% | -1.9% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling