+34.0%
MA vs CORZ
+222.3%
-188.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -2.7% | +8.4% | -11.1% | -2.8% |
| 30D | +1.5% | -17.8% | +19.4% | +1.7% |
| 3M | +20.4% | -35.9% | +56.3% | +20.9% |
| 6M | +11.1% | +12.9% | -1.8% | +10.0% |
| YTD | +2.0% | +22.9% | -20.9% | +0.5% |
| 1Y | -2.2% | +31.4% | -33.5% | -4.2% |
| All | +34.0% | +222.3% | -188.3% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling