+169.3%
MS vs CORZ
+222.3%
-53.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +1.4% | +8.4% | -7.0% | +0.4% |
| 30D | -0.3% | -17.8% | +17.6% | +1.9% |
| 3M | +0.3% | -35.9% | +36.2% | +4.8% |
| 6M | +31.3% | +12.9% | +18.4% | +27.8% |
| YTD | +24.7% | +22.9% | +1.8% | +19.8% |
| 1Y | +47.9% | +31.4% | +16.6% | +40.4% |
| All | +169.3% | +222.3% | -53.1% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling