+205.9%
COHR vs MAS
-6.0%
+211.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.9% |
| 7D | +13.0% | -2.2% | +15.2% | +13.3% |
| 30D | -6.7% | -6.7% | +0.1% | -5.6% |
| 3M | -14.7% | -3.7% | -11.1% | -13.3% |
| 6M | +20.3% | +9.0% | +11.3% | +18.5% |
| YTD | +64.4% | +10.8% | +53.6% | +61.3% |
| 1Y | +205.9% | -3.8% | +209.7% | +192.0% |
| All | +205.9% | -6.0% | +211.9% | +192.0% |
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