+195.0%
COHR vs MNST
+37.9%
+157.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +4.5% |
| 7D | +8.3% | -1.0% | +9.3% | +7.9% |
| 30D | -14.1% | -5.6% | -8.5% | -16.0% |
| 3M | -16.0% | -5.7% | -10.3% | -18.0% |
| 6M | +21.5% | +12.0% | +9.5% | +18.2% |
| YTD | +65.4% | +13.2% | +52.2% | +61.1% |
| 1Y | +195.0% | +36.1% | +159.0% | +259.6% |
| All | +195.0% | +37.9% | +157.1% | +259.6% |
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