+1,243.0%
COHR vs MOS
+13.3%
+1,229.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.7% |
| 7D | +10.9% | +0.5% | +10.4% | +10.8% |
| 30D | -10.8% | +10.9% | -21.7% | -13.8% |
| 3M | -17.4% | +29.2% | -46.6% | -24.5% |
| 6M | +12.5% | -2.3% | +14.8% | +11.0% |
| YTD | +58.8% | +8.3% | +50.5% | +50.5% |
| 1Y | +183.3% | -21.2% | +204.5% | +195.2% |
| 3Y | +783.0% | -25.9% | +809.0% | +809.6% |
| 5Y | +377.2% | -9.4% | +386.6% | +322.3% |
| All | +1,243.0% | +13.3% | +1,229.6% | +1,032.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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