+1,238.1%
COHR vs MAS
+135.2%
+1,102.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.5% | +8.6% |
| 7D | +11.0% | +1.0% | +10.0% | +10.2% |
| 30D | -20.4% | -8.1% | -12.3% | -16.2% |
| 3M | -24.9% | +3.3% | -28.2% | -27.4% |
| 6M | +28.1% | +12.4% | +15.6% | +16.2% |
| YTD | +63.6% | +13.3% | +50.3% | +44.4% |
| 1Y | +205.9% | -4.7% | +210.6% | +200.6% |
| 3Y | +809.3% | +33.0% | +776.3% | +596.6% |
| 5Y | +397.1% | +33.9% | +363.2% | +276.3% |
| 10Y | +1,238.1% | +135.4% | +1,102.7% | +566.9% |
| All | +1,238.1% | +135.2% | +1,102.9% | +566.9% |
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