+269.8%
CORZ vs MTSI
+149.5%
+120.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.0% | -0.9% | +2.2% |
| 7D | +1.7% | +3.5% | -1.8% | -1.1% |
| 30D | -17.5% | -30.3% | +12.9% | +3.2% |
| 3M | -39.5% | -26.0% | -13.5% | -28.3% |
| 6M | -44.5% | -36.1% | -8.4% | -29.4% |
| YTD | -12.6% | +34.3% | -46.9% | -37.3% |
| 1Y | -37.0% | +35.3% | -72.3% | -55.0% |
| All | +269.8% | +149.5% | +120.3% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling