+568.4%
MA vs COR
+505.6%
+62.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.8% | +2.4% | -0.6% | +1.0% |
| 30D | +11.8% | +7.7% | +4.2% | +9.2% |
| 3M | +17.2% | +7.5% | +9.7% | +14.3% |
| 6M | +33.4% | +34.1% | -0.7% | +21.0% |
| YTD | +16.1% | +3.9% | +12.3% | +13.0% |
| 1Y | +19.9% | -3.6% | +23.6% | +19.6% |
| 3Y | +70.1% | +80.5% | -10.4% | +33.4% |
| 5Y | +89.6% | +194.9% | -105.2% | +23.1% |
| 10Y | +568.4% | +486.6% | +81.8% | +252.9% |
| All | +568.4% | +505.6% | +62.8% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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