+4,622.7%
MS vs COR
+17,545.2%
-12,922.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.9% |
| 7D | +1.4% | +2.8% | -1.4% | +0.4% |
| 30D | -0.3% | +4.5% | -4.8% | -2.0% |
| 3M | +0.3% | +22.7% | -22.4% | -7.1% |
| 6M | +31.3% | -9.7% | +41.1% | +33.8% |
| YTD | +24.7% | -1.4% | +26.1% | +22.7% |
| 1Y | +47.9% | +13.9% | +34.0% | +37.8% |
| 3Y | +178.3% | +94.0% | +84.4% | +110.8% |
| 5Y | +144.9% | +184.0% | -39.1% | +60.4% |
| 10Y | +804.5% | +406.8% | +397.8% | +367.0% |
| All | +4,622.7% | +17,545.2% | -12,922.5% | +1,110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling