+19,916.2%
MSFT vs COR
+17,684.4%
+2,231.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +1.7% | +0.8% | +0.8% | +1.5% |
| 30D | +0.2% | +5.1% | -5.0% | -0.8% |
| 3M | +6.4% | +2.8% | +3.5% | +5.7% |
| 6M | +28.7% | +32.5% | -3.8% | +21.5% |
| YTD | +10.4% | -0.7% | +11.1% | +9.3% |
| 1Y | +7.6% | -6.7% | +14.3% | +7.8% |
| 3Y | +52.3% | +73.7% | -21.4% | +33.2% |
| 5Y | +64.5% | +177.9% | -113.3% | +30.2% |
| 10Y | +917.8% | +533.8% | +384.1% | +572.5% |
| All | +19,916.2% | +17,684.4% | +2,231.8% | +7,561.9% |
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