+25.3%
MSFT vs CORZ
+237.5%
-212.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -1.6% |
| 7D | -1.4% | +16.6% | -18.0% | -2.8% |
| 30D | -1.0% | -10.9% | +9.8% | -0.2% |
| 3M | +20.2% | -31.0% | +51.2% | +23.0% |
| 6M | +21.3% | +26.0% | -4.8% | +17.4% |
| YTD | +2.8% | +28.6% | -25.9% | -0.8% |
| 1Y | 0.0% | +34.5% | -34.5% | -4.4% |
| All | +25.3% | +237.5% | -212.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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