+51.6%
COHR vs MAS
+40.8%
+10.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.6% | -11.6% | -6.2% |
| 7D | -18.6% | +14.2% | -32.7% | -19.4% |
| 30D | -41.5% | +26.8% | -68.3% | -43.2% |
| 3M | -39.7% | +13.1% | -52.9% | -40.1% |
| 6M | -40.9% | +27.9% | -68.8% | -41.5% |
| YTD | +5.7% | +38.7% | -33.0% | +2.2% |
| 1Y | +51.6% | +40.4% | +11.2% | +47.8% |
| All | +51.6% | +40.8% | +10.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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