+92.3%
MA vs COR
+178.3%
-86.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +14.7% | +5.1% | +9.5% | +13.3% |
| 3M | +13.5% | +2.8% | +10.7% | +12.6% |
| 6M | +33.1% | +32.5% | +0.6% | +23.6% |
| YTD | +15.1% | -0.7% | +15.7% | +13.9% |
| 1Y | +18.7% | -6.7% | +25.4% | +19.9% |
| 3Y | +72.1% | +73.7% | -1.6% | +34.1% |
| All | +92.3% | +178.3% | -86.0% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling