+1,147.3%
COR vs MTSI
+1,308.1%
-160.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.3% | -2.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.7% |
| 30D | +4.5% | +2.1% | +2.4% | +4.1% |
| 3M | +22.7% | -29.7% | +52.4% | +25.2% |
| 6M | -9.7% | +12.5% | -22.3% | -11.9% |
| YTD | -1.4% | +57.0% | -58.5% | -6.4% |
| 1Y | +13.9% | +103.9% | -90.0% | +5.5% |
| 3Y | +94.0% | +223.6% | -129.6% | +69.0% |
| 5Y | +184.0% | +321.6% | -137.5% | +137.3% |
| 10Y | +406.8% | +517.7% | -110.9% | +271.1% |
| All | +1,147.3% | +1,308.1% | -160.8% | +769.6% |
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