+31.4%
CORZ vs MSI
-0.7%
+32.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.3% |
| 7D | +8.4% | -3.7% | +12.1% | +7.3% |
| 30D | -17.8% | +6.8% | -24.6% | -16.2% |
| 3M | -35.9% | +14.3% | -50.2% | -33.2% |
| 6M | +12.9% | -1.6% | +14.5% | +11.8% |
| YTD | +22.9% | +22.8% | +0.1% | +38.8% |
| 1Y | +31.4% | -1.1% | +32.5% | +37.1% |
| All | +31.4% | -0.7% | +32.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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