+487.5%
COHR vs MAS
+58.1%
+429.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -1.9% | +15.5% | +14.3% |
| 7D | -8.3% | +2.0% | -10.3% | -9.3% |
| 30D | -42.4% | +19.4% | -61.8% | -47.2% |
| 3M | -42.3% | +9.4% | -51.7% | -44.9% |
| 6M | -44.1% | +15.3% | -59.4% | -48.4% |
| YTD | +4.5% | +31.3% | -26.8% | -12.9% |
| 1Y | +21.0% | +34.9% | -13.8% | -1.1% |
| 3Y | +487.5% | +58.6% | +428.9% | +270.5% |
| All | +487.5% | +58.1% | +429.3% | +270.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling