+553.1%
MA vs COR
+524.4%
+28.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +14.7% | +5.1% | +9.5% | +12.9% |
| 3M | +13.5% | +2.8% | +10.7% | +12.4% |
| 6M | +33.1% | +32.5% | +0.6% | +21.4% |
| YTD | +15.1% | -0.7% | +15.7% | +13.6% |
| 1Y | +18.7% | -6.7% | +25.4% | +19.6% |
| 3Y | +72.1% | +73.7% | -1.6% | +37.5% |
| 5Y | +92.8% | +177.9% | -85.1% | +29.0% |
| All | +553.1% | +524.4% | +28.6% | +259.2% |
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