+32.1%
MA vs CORZ
+237.5%
-205.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.5% |
| 7D | -1.8% | +16.6% | -18.3% | -1.9% |
| 30D | +1.4% | -10.9% | +12.3% | +1.5% |
| 3M | +17.7% | -31.0% | +48.8% | +18.1% |
| 6M | +9.7% | +26.0% | -16.4% | +8.4% |
| YTD | +0.5% | +28.6% | -28.1% | -1.0% |
| 1Y | -2.1% | +34.5% | -36.5% | -4.1% |
| All | +32.1% | +237.5% | -205.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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