+420.1%
CORZ vs MTSI
+191.8%
+228.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -2.4% |
| 7D | +8.4% | +1.4% | +7.0% | +7.3% |
| 30D | -17.8% | +2.1% | -19.9% | -20.6% |
| 3M | -35.9% | -29.7% | -6.2% | -20.6% |
| 6M | +12.9% | +12.5% | +0.4% | -2.2% |
| YTD | +22.9% | +57.0% | -34.2% | -18.3% |
| 1Y | +31.4% | +103.9% | -72.6% | -30.5% |
| All | +420.1% | +191.8% | +228.3% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling