+51.6%
COHR vs MA
+24.3%
+27.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.9% | -9.9% | -1.5% |
| 7D | -18.6% | +10.2% | -28.8% | -8.8% |
| 30D | -41.5% | +19.3% | -60.9% | -28.4% |
| 3M | -39.7% | +18.0% | -57.7% | -26.1% |
| 6M | -40.9% | +33.7% | -74.6% | -16.5% |
| YTD | +5.7% | +18.6% | -12.9% | +47.4% |
| 1Y | +51.6% | +22.5% | +29.1% | +112.3% |
| All | +51.6% | +24.3% | +27.3% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling