+830.2%
COHR vs MKSI
+190.8%
+639.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +2.4% |
| 7D | +8.3% | +2.7% | +5.7% | +6.1% |
| 30D | -14.1% | -12.8% | -1.3% | -2.8% |
| 3M | -16.0% | -22.5% | +6.5% | +5.8% |
| 6M | +21.5% | +19.4% | +2.1% | +8.2% |
| YTD | +65.4% | +67.7% | -2.3% | +12.5% |
| 1Y | +195.0% | +131.4% | +63.6% | +57.6% |
| 3Y | +830.2% | +197.3% | +632.8% | +303.8% |
| All | +830.2% | +190.8% | +639.3% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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