-41.3%
CORZ vs MTSI
+59.5%
-100.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.0% | -9.4% | -9.8% |
| 7D | -14.9% | -10.7% | -4.3% | -9.4% |
| 30D | -23.1% | -29.0% | +5.9% | -8.4% |
| 3M | -44.1% | -14.7% | -29.4% | -40.4% |
| 6M | -39.5% | -20.1% | -19.4% | -34.6% |
| YTD | -12.4% | +36.1% | -48.5% | -25.8% |
| 1Y | -41.3% | +61.7% | -103.1% | -52.8% |
| All | -41.3% | +59.5% | -100.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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