+195.0%
COHR vs MOS
-21.7%
+216.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.2% |
| 7D | +8.3% | -1.7% | +10.1% | +8.4% |
| 30D | -14.1% | +12.4% | -26.5% | -14.1% |
| 3M | -16.0% | +20.5% | -36.5% | -16.5% |
| 6M | +21.5% | -12.0% | +33.4% | +18.4% |
| YTD | +65.4% | +7.4% | +58.0% | +67.3% |
| 1Y | +195.0% | -22.5% | +217.5% | +211.4% |
| All | +195.0% | -21.7% | +216.7% | +211.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling