+41,032.8%
COHR vs MAS
+1,637.5%
+39,395.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -1.5% | +15.1% | +14.1% |
| 7D | -8.3% | +2.4% | -10.7% | -9.3% |
| 30D | -42.4% | +19.8% | -62.2% | -46.3% |
| 3M | -42.3% | +9.8% | -52.2% | -44.6% |
| 6M | -44.1% | +15.8% | -59.8% | -47.6% |
| YTD | +4.5% | +31.8% | -27.4% | -7.3% |
| 1Y | +21.0% | +35.4% | -14.3% | +6.3% |
| 3Y | +487.5% | +59.2% | +428.3% | +388.4% |
| 5Y | +200.1% | +41.2% | +158.9% | +160.9% |
| 10Y | +614.1% | +221.6% | +392.5% | +386.0% |
| All | +41,032.8% | +1,637.5% | +39,395.3% | +17,259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling