+1,298.9%
COHR vs MOD
+1,553.3%
-254.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +2.0% |
| 7D | +8.3% | -2.8% | +11.1% | +9.5% |
| 30D | -14.1% | -5.1% | -9.0% | -12.2% |
| 3M | -16.0% | -30.3% | +14.3% | -2.4% |
| 6M | +21.5% | -5.6% | +27.1% | +26.4% |
| YTD | +65.4% | +41.8% | +23.7% | +47.5% |
| 1Y | +195.0% | +28.9% | +166.1% | +171.0% |
| 3Y | +830.2% | +304.1% | +526.0% | +492.4% |
| 5Y | +397.1% | +1,575.2% | -1,178.1% | +106.0% |
| All | +1,298.9% | +1,553.3% | -254.4% | +443.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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