+1,298.9%
COHR vs MO
+114.7%
+1,184.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | +0.1% | +8.2% | +8.3% |
| 30D | -14.1% | +7.1% | -21.3% | -15.2% |
| 3M | -16.0% | -2.0% | -14.1% | -16.5% |
| 6M | +21.5% | +7.3% | +14.2% | +18.1% |
| YTD | +65.4% | +23.5% | +42.0% | +55.8% |
| 1Y | +195.0% | +11.0% | +184.0% | +183.7% |
| 3Y | +830.2% | +95.0% | +735.2% | +633.4% |
| 5Y | +397.1% | +100.6% | +296.5% | +281.6% |
| All | +1,298.9% | +114.7% | +1,184.2% | +850.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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