+657.5%
COHR vs MAS
+215.0%
+442.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | +13.1% | +3.0% | +10.2% | +11.5% |
| 30D | -17.2% | +22.4% | -39.6% | -27.6% |
| 3M | -33.3% | +14.5% | -47.8% | -39.6% |
| 6M | -46.0% | +27.1% | -73.1% | -54.7% |
| YTD | +18.2% | +35.8% | -17.6% | -7.9% |
| 1Y | +55.9% | +39.4% | +16.4% | +18.8% |
| 3Y | +544.7% | +60.3% | +484.4% | +333.9% |
| 5Y | +234.6% | +39.4% | +195.2% | +145.1% |
| All | +657.5% | +215.0% | +442.5% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling