+18,750.2%
MSFT vs COR
+17,545.2%
+1,204.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.7% |
| 7D | -2.7% | +2.8% | -5.5% | -3.2% |
| 30D | +2.7% | +4.5% | -1.8% | +1.8% |
| 3M | +17.0% | +22.7% | -5.7% | +12.2% |
| 6M | +23.8% | -9.7% | +33.6% | +25.4% |
| YTD | +4.0% | -1.4% | +5.4% | +3.1% |
| 1Y | -0.8% | +13.9% | -14.7% | -4.6% |
| 3Y | +55.6% | +94.0% | -38.4% | +33.0% |
| 5Y | +72.9% | +184.0% | -111.1% | +36.2% |
| 10Y | +875.8% | +406.8% | +469.0% | +568.9% |
| All | +18,750.2% | +17,545.2% | +1,204.9% | +7,129.1% |
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