+789.3%
COHR vs MAGS
+190.0%
+599.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +2.8% |
| 7D | +8.3% | +0.6% | +7.7% | +7.4% |
| 30D | -14.1% | +3.2% | -17.4% | -18.3% |
| 3M | -16.0% | +7.7% | -23.7% | -24.8% |
| 6M | +21.5% | +12.5% | +9.0% | +3.0% |
| YTD | +65.4% | +6.0% | +59.5% | +52.6% |
| 1Y | +195.0% | +14.4% | +180.6% | +147.5% |
| 3Y | +830.2% | +127.5% | +702.6% | +256.3% |
| All | +789.3% | +190.0% | +599.2% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling