+133.4%
MS vs CORZ
+136.6%
-3.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.1% |
| 7D | +0.8% | -7.8% | +8.6% | +1.6% |
| 30D | -0.7% | -14.8% | +14.1% | +0.7% |
| 3M | -12.4% | -32.5% | +20.1% | -8.9% |
| 6M | -1.7% | -42.7% | +41.0% | +3.2% |
| YTD | +8.0% | -9.8% | +17.9% | +7.1% |
| 1Y | +16.2% | -31.9% | +48.1% | +18.3% |
| All | +133.4% | +136.6% | -3.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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