+52.3%
MSFT vs COR
+74.4%
-22.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.1% |
| 7D | +1.7% | +0.8% | +0.8% | +1.8% |
| 30D | +0.2% | +5.1% | -5.0% | +0.6% |
| 3M | +6.4% | +2.8% | +3.5% | +6.7% |
| 6M | +28.7% | +32.5% | -3.8% | +31.6% |
| YTD | +10.4% | -0.7% | +11.1% | +10.7% |
| 1Y | +7.6% | -6.7% | +14.3% | +7.4% |
| 3Y | +52.3% | +73.7% | -21.4% | +55.2% |
| All | +52.3% | +74.4% | -22.1% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling