-47.8%
CORZ vs MAS
+37.4%
-85.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.4% | -7.4% | -10.3% |
| 7D | -21.1% | +4.6% | -25.7% | -21.8% |
| 30D | -31.8% | +19.9% | -51.7% | -34.6% |
| 3M | -47.7% | +8.9% | -56.6% | -48.8% |
| 6M | -48.7% | +20.2% | -68.9% | -51.0% |
| YTD | -21.8% | +33.9% | -55.7% | -29.5% |
| 1Y | -47.8% | +34.7% | -82.5% | -53.2% |
| All | -47.8% | +37.4% | -85.2% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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