+544.7%
COHR vs MOS
-28.2%
+572.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.1% |
| 7D | +13.1% | -2.0% | +15.1% | +13.5% |
| 30D | -17.2% | +15.3% | -32.5% | -19.5% |
| 3M | -33.3% | +1.5% | -34.8% | -33.8% |
| 6M | -46.0% | -2.0% | -44.0% | -46.2% |
| YTD | +18.2% | -6.5% | +24.7% | +16.3% |
| 1Y | +55.9% | -11.1% | +66.9% | +54.9% |
| 3Y | +544.7% | -30.3% | +574.9% | +553.7% |
| All | +544.7% | -28.2% | +572.8% | +553.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling