+393.6%
COHR vs MA
+67.5%
+326.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.8% |
| 7D | +8.3% | -1.7% | +10.1% | +9.3% |
| 30D | -14.1% | +1.7% | -15.8% | -15.4% |
| 3M | -16.0% | +17.2% | -33.2% | -25.0% |
| 6M | +21.5% | +13.3% | +8.1% | +8.6% |
| YTD | +65.4% | +0.2% | +65.3% | +60.4% |
| 1Y | +195.0% | -2.7% | +197.7% | +191.0% |
| 3Y | +830.2% | +39.1% | +791.1% | +573.4% |
| All | +393.6% | +67.5% | +326.1% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling