+556.2%
MS vs COR
+489.9%
+66.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -1.7% | -1.2% | -0.6% | -1.3% |
| 30D | +0.9% | +7.6% | -6.7% | -1.7% |
| 3M | -10.8% | +5.0% | -15.8% | -12.6% |
| 6M | +0.9% | +35.3% | -34.4% | -10.6% |
| YTD | +9.8% | +4.2% | +5.6% | +5.9% |
| 1Y | +17.1% | -3.4% | +20.5% | +16.4% |
| 3Y | +175.7% | +81.1% | +94.6% | +102.0% |
| 5Y | +125.9% | +195.8% | -70.0% | +28.4% |
| 10Y | +556.2% | +493.6% | +62.6% | +178.3% |
| All | +556.2% | +489.9% | +66.3% | +178.3% |
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