+270.9%
CORZ vs MAS
+35.0%
+235.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.6% | -16.0% | -12.2% |
| 7D | -14.9% | +14.2% | -29.1% | -19.4% |
| 30D | -23.1% | +26.8% | -50.0% | -30.2% |
| 3M | -44.1% | +13.1% | -57.2% | -46.9% |
| 6M | -39.5% | +27.9% | -67.5% | -45.9% |
| YTD | -12.4% | +38.7% | -51.0% | -26.0% |
| 1Y | -41.3% | +40.4% | -81.7% | -50.9% |
| All | +270.9% | +35.0% | +235.9% | +244.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling