+657.5%
COHR vs MOS
-3.5%
+660.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.2% |
| 7D | +13.1% | -2.0% | +15.1% | +13.8% |
| 30D | -17.2% | +15.3% | -32.5% | -21.6% |
| 3M | -33.3% | +1.5% | -34.8% | -34.7% |
| 6M | -46.0% | -2.0% | -44.0% | -47.0% |
| YTD | +18.2% | -6.5% | +24.7% | +15.6% |
| 1Y | +55.9% | -11.1% | +66.9% | +54.0% |
| 3Y | +544.7% | -30.3% | +574.9% | +568.6% |
| 5Y | +234.6% | -33.5% | +268.1% | +227.1% |
| All | +657.5% | -3.5% | +660.9% | +542.2% |
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