+593.1%
MA vs COR
+486.2%
+106.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +0.4% |
| 7D | +1.3% | +7.8% | -6.5% | -1.2% |
| 30D | +9.6% | +7.0% | +2.6% | +7.2% |
| 3M | +16.8% | +16.3% | +0.5% | +11.2% |
| 6M | +35.2% | +41.3% | -6.1% | +20.5% |
| YTD | +16.6% | +7.1% | +9.4% | +12.2% |
| 1Y | +19.8% | -0.8% | +20.6% | +18.3% |
| 3Y | +70.7% | +85.0% | -14.3% | +32.7% |
| 5Y | +87.4% | +203.9% | -116.5% | +20.1% |
| All | +593.1% | +486.2% | +106.9% | +254.3% |
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