+110.9%
MO vs COR
+406.5%
-295.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -2.8% | +3.0% | +0.9% |
| 30D | +7.1% | +2.6% | +4.6% | +6.5% |
| 3M | -2.0% | +14.5% | -16.4% | -5.3% |
| 6M | +7.3% | -7.8% | +15.1% | +8.8% |
| YTD | +23.5% | -4.2% | +27.7% | +23.6% |
| 1Y | +11.0% | +7.0% | +4.0% | +7.6% |
| 3Y | +95.0% | +85.5% | +9.5% | +61.8% |
| 5Y | +100.6% | +181.2% | -80.6% | +47.6% |
| All | +110.9% | +406.5% | -295.6% | +43.0% |
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 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