+607.1%
MS vs COR
+524.4%
+82.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | -3.8% | +5.1% | -8.9% | -5.5% |
| 3M | -14.6% | +2.8% | -17.4% | -15.7% |
| 6M | -5.1% | +32.5% | -37.6% | -15.4% |
| YTD | +4.5% | -0.7% | +5.2% | +2.6% |
| 1Y | +13.5% | -6.7% | +20.2% | +14.2% |
| 3Y | +160.4% | +73.7% | +86.7% | +92.9% |
| 5Y | +112.9% | +177.9% | -65.0% | +23.4% |
| All | +607.1% | +524.4% | +82.7% | +176.6% |
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