+60,030.1%
COHR vs MOS
+155.8%
+59,874.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.2% | +6.2% |
| 7D | +1.0% | +9.5% | -8.6% | -1.4% |
| 30D | -14.1% | +10.4% | -24.5% | -16.5% |
| 3M | -33.2% | +12.9% | -46.1% | -35.7% |
| 6M | +2.5% | +1.2% | +1.3% | +0.7% |
| YTD | +52.7% | +9.3% | +43.4% | +46.3% |
| 1Y | +194.8% | -18.0% | +212.7% | +201.0% |
| 3Y | +650.8% | -29.0% | +679.9% | +679.7% |
| 5Y | +358.4% | -9.6% | +368.0% | +330.2% |
| 10Y | +1,191.2% | +6.1% | +1,185.1% | +976.1% |
| All | +60,030.1% | +155.8% | +59,874.3% | +38,210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling