+20,465.8%
MSFT vs COR
+18,334.8%
+2,131.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -0.9% | +2.0% |
| 7D | +7.5% | +2.3% | +5.2% | +7.1% |
| 30D | +1.9% | +6.8% | -4.9% | +0.6% |
| 3M | +9.2% | +8.1% | +1.1% | +7.5% |
| 6M | +31.9% | +33.0% | -1.1% | +24.5% |
| YTD | +13.4% | +3.0% | +10.5% | +11.5% |
| 1Y | +10.6% | -3.4% | +14.0% | +10.1% |
| 3Y | +54.7% | +80.1% | -25.4% | +34.3% |
| 5Y | +69.1% | +194.7% | -125.6% | +32.3% |
| 10Y | +920.4% | +512.3% | +408.1% | +578.6% |
| All | +20,465.8% | +18,334.8% | +2,131.0% | +7,718.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling