+1,180.2%
COR vs MTSI
+896.6%
+283.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.4% | +14.3% | -2.7% |
| 7D | +2.8% | -24.6% | +27.4% | +4.7% |
| 30D | +7.4% | -45.7% | +53.1% | +11.7% |
| 3M | +7.3% | -27.7% | +35.0% | +8.9% |
| 6M | +11.5% | -37.3% | +48.8% | +13.5% |
| YTD | +1.2% | +11.1% | -10.0% | -2.1% |
| 1Y | -3.3% | +27.2% | -30.5% | -7.7% |
| 3Y | +78.5% | +153.7% | -75.2% | +57.0% |
| 5Y | +183.0% | +159.0% | +24.0% | +144.5% |
| 10Y | +545.4% | +405.6% | +139.8% | +377.4% |
| All | +1,180.2% | +896.6% | +283.6% | +809.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling