-41.3%
CORZ vs MOS
-16.2%
-25.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +17.4% | -27.8% | -12.8% |
| 7D | -14.9% | +17.9% | -32.9% | -17.5% |
| 30D | -23.1% | +1.6% | -24.7% | -22.4% |
| 3M | -44.1% | -4.0% | -40.1% | -42.9% |
| 6M | -39.5% | -4.1% | -35.4% | -38.5% |
| YTD | -12.4% | -7.8% | -4.6% | -11.4% |
| 1Y | -41.3% | -15.6% | -25.7% | -39.4% |
| All | -41.3% | -16.2% | -25.1% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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