-31.9%
CORZ vs MSI
+36.5%
-68.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -7.8% | +7.4% | -15.2% | -6.0% |
| 30D | -14.8% | +18.7% | -33.5% | -11.5% |
| 3M | -32.5% | +14.5% | -46.9% | -30.3% |
| 6M | -42.7% | +38.1% | -80.8% | -40.0% |
| YTD | -9.8% | +38.7% | -48.5% | -0.3% |
| 1Y | -31.9% | +35.4% | -67.3% | -20.4% |
| All | -31.9% | +36.5% | -68.5% | -20.4% |
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