+60,030.1%
COHR vs MAS
+1,430.5%
+58,599.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.8% | +6.0% |
| 7D | +1.0% | -0.8% | +1.7% | +1.2% |
| 30D | -14.1% | -5.6% | -8.6% | -12.3% |
| 3M | -33.2% | +4.4% | -37.6% | -34.4% |
| 6M | +2.5% | +7.2% | -4.7% | -0.4% |
| YTD | +52.7% | +16.1% | +36.6% | +42.9% |
| 1Y | +194.8% | +0.1% | +194.7% | +188.9% |
| 3Y | +650.8% | +28.3% | +622.5% | +578.0% |
| 5Y | +358.4% | +30.5% | +327.9% | +313.7% |
| 10Y | +1,191.2% | +139.1% | +1,052.0% | +870.1% |
| All | +60,030.1% | +1,430.5% | +58,599.7% | +26,658.5% |
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 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