+119.9%
MS vs COR
+192.5%
-72.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.5% | +2.6% |
| 7D | +0.7% | +2.3% | -1.6% | +0.5% |
| 30D | -0.9% | +6.8% | -7.7% | -1.7% |
| 3M | -13.0% | +8.1% | -21.1% | -13.9% |
| 6M | -2.0% | +33.0% | -35.0% | -6.2% |
| YTD | +7.8% | +3.0% | +4.8% | +7.3% |
| 1Y | +17.9% | -3.4% | +21.3% | +18.9% |
| 3Y | +174.8% | +80.1% | +94.7% | +125.6% |
| 5Y | +119.9% | +194.7% | -74.9% | +38.6% |
| All | +119.9% | +192.5% | -72.6% | +38.6% |
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 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