+1,298.9%
COHR vs MNST
+253.9%
+1,045.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.9% |
| 7D | +8.3% | -1.0% | +9.3% | +8.7% |
| 30D | -14.1% | -5.6% | -8.5% | -12.7% |
| 3M | -16.0% | -5.7% | -10.3% | -15.3% |
| 6M | +21.5% | +12.0% | +9.5% | +12.2% |
| YTD | +65.4% | +13.2% | +52.2% | +51.3% |
| 1Y | +195.0% | +36.1% | +159.0% | +143.6% |
| 3Y | +830.2% | +52.9% | +777.3% | +602.1% |
| 5Y | +397.1% | +81.0% | +316.1% | +234.0% |
| All | +1,298.9% | +253.9% | +1,045.0% | +637.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling