+578.8%
MS vs COR
+534.3%
+44.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.5% | +1.8% |
| 7D | +0.7% | +2.3% | -1.6% | 0.0% |
| 30D | -0.9% | +6.8% | -7.7% | -3.3% |
| 3M | -13.0% | +8.1% | -21.1% | -15.6% |
| 6M | -2.0% | +33.0% | -35.0% | -12.6% |
| YTD | +7.8% | +3.0% | +4.8% | +4.4% |
| 1Y | +17.9% | -3.4% | +21.3% | +17.0% |
| 3Y | +174.8% | +80.1% | +94.7% | +101.4% |
| 5Y | +119.9% | +194.7% | -74.9% | +24.8% |
| 10Y | +578.8% | +512.3% | +66.6% | +180.1% |
| All | +578.8% | +534.3% | +44.5% | +180.1% |
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