+114.0%
MS vs COR
+185.3%
-71.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -1.9% | -5.4% |
| 7D | -3.4% | +2.8% | -6.2% | -3.7% |
| 30D | -3.9% | +7.4% | -11.3% | -4.7% |
| 3M | -15.9% | +7.3% | -23.2% | -16.7% |
| 6M | -2.5% | +11.5% | -14.0% | -4.4% |
| YTD | +5.1% | +1.2% | +3.9% | +4.9% |
| 1Y | +13.0% | -3.3% | +16.3% | +13.8% |
| 3Y | +160.7% | +78.5% | +82.2% | +113.9% |
| 5Y | +114.0% | +183.0% | -68.9% | +38.1% |
| All | +114.0% | +185.3% | -71.2% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling