+15,614.6%
MA vs COR
+2,260.5%
+13,354.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | +14.7% | +5.1% | +9.5% | +12.5% |
| 3M | +13.5% | +2.8% | +10.7% | +12.1% |
| 6M | +33.1% | +32.5% | +0.6% | +18.6% |
| YTD | +15.1% | -0.7% | +15.7% | +13.1% |
| 1Y | +18.7% | -6.7% | +25.4% | +19.6% |
| 3Y | +72.1% | +73.7% | -1.6% | +31.1% |
| 5Y | +92.8% | +177.9% | -85.1% | +18.8% |
| 10Y | +571.6% | +533.8% | +37.9% | +165.5% |
| All | +15,614.6% | +2,260.5% | +13,354.1% | +2,823.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling