+542.0%
MS vs COR
+486.2%
+55.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | -0.3% |
| 7D | +5.1% | +7.8% | -2.8% | +2.2% |
| 30D | +5.7% | +7.0% | -1.3% | +3.2% |
| 3M | -12.2% | +16.3% | -28.4% | -16.9% |
| 6M | -0.5% | +41.3% | -41.8% | -13.2% |
| YTD | +9.8% | +7.1% | +2.7% | +4.9% |
| 1Y | +17.7% | -0.8% | +18.6% | +15.9% |
| 3Y | +176.8% | +85.0% | +91.8% | +101.4% |
| 5Y | +123.7% | +203.9% | -80.2% | +26.0% |
| All | +542.0% | +486.2% | +55.8% | +171.6% |
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