+51.6%
COHR vs MNST
+45.8%
+5.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.3% | -4.1% |
| 7D | -18.6% | +6.8% | -25.3% | -15.4% |
| 30D | -41.5% | +12.0% | -53.6% | -37.7% |
| 3M | -39.7% | +3.5% | -43.3% | -37.3% |
| 6M | -40.9% | +29.7% | -70.5% | -38.5% |
| YTD | +5.7% | +27.2% | -21.5% | +6.3% |
| 1Y | +51.6% | +45.8% | +5.8% | +88.7% |
| All | +51.6% | +45.8% | +5.8% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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