+194.8%
COHR vs MAGS
+15.9%
+178.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +8.4% |
| 7D | +1.0% | +0.5% | +0.4% | 0.0% |
| 30D | -14.1% | +1.5% | -15.6% | -16.3% |
| 3M | -33.2% | +0.5% | -33.7% | -33.2% |
| 6M | +2.5% | +11.6% | -9.0% | -12.2% |
| YTD | +52.7% | +5.3% | +47.4% | +42.8% |
| 1Y | +194.8% | +14.9% | +179.9% | +142.2% |
| All | +194.8% | +15.9% | +178.9% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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