+71.4%
MSFT vs COR
+180.8%
-109.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -1.4% | -1.9% | +0.5% | -1.3% |
| 30D | -1.0% | +1.5% | -2.5% | -1.1% |
| 3M | +20.2% | +18.7% | +1.5% | +18.3% |
| 6M | +21.3% | -9.0% | +30.3% | +22.4% |
| YTD | +2.8% | -3.3% | +6.1% | +2.7% |
| 1Y | 0.0% | +9.8% | -9.9% | -2.3% |
| 3Y | +51.2% | +87.4% | -36.1% | +24.9% |
| 5Y | +71.4% | +180.5% | -109.1% | +24.4% |
| All | +71.4% | +180.8% | -109.4% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling