+885.0%
MSFT vs COR
+399.7%
+485.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -1.0% | -3.9% | +2.8% | -0.1% |
| 30D | -2.7% | -0.3% | -2.3% | -2.7% |
| 3M | +22.1% | +15.9% | +6.2% | +17.5% |
| 6M | +20.6% | -10.3% | +30.8% | +22.9% |
| YTD | +2.3% | -3.7% | +6.0% | +1.9% |
| 1Y | -0.5% | +9.1% | -9.6% | -4.6% |
| 3Y | +50.5% | +86.6% | -36.0% | +20.5% |
| 5Y | +72.3% | +180.9% | -108.6% | +20.0% |
| 10Y | +885.0% | +407.4% | +477.6% | +501.2% |
| All | +885.0% | +399.7% | +485.3% | +501.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling