-47.8%
CORZ vs MOS
-16.7%
-31.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +3.3% | -14.1% | -11.2% |
| 7D | -21.1% | +22.5% | -43.6% | -24.0% |
| 30D | -31.8% | +6.6% | -38.4% | -31.7% |
| 3M | -47.7% | -3.8% | -43.9% | -46.4% |
| 6M | -48.7% | -2.2% | -46.5% | -47.9% |
| YTD | -21.8% | -4.8% | -17.1% | -21.4% |
| 1Y | -47.8% | -11.7% | -36.1% | -46.3% |
| All | -47.8% | -16.7% | -31.1% | -46.3% |
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