+230.8%
CORZ vs MTSI
+106.5%
+124.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -18.4% | +7.5% | +1.3% |
| 7D | -21.1% | -24.6% | +3.5% | -5.2% |
| 30D | -31.8% | -45.7% | +13.9% | +0.8% |
| 3M | -47.7% | -27.7% | -20.0% | -38.1% |
| 6M | -48.7% | -37.3% | -11.4% | -35.1% |
| YTD | -21.8% | +11.1% | -33.0% | -36.3% |
| 1Y | -47.8% | +27.2% | -75.0% | -62.1% |
| All | +230.8% | +106.5% | +124.3% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling