+1,298.9%
COHR vs MRSH
+218.8%
+1,080.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -4.8% | +13.1% | +10.3% |
| 30D | -14.1% | -6.3% | -7.8% | -12.3% |
| 3M | -16.0% | +5.8% | -21.8% | -20.6% |
| 6M | +21.5% | +2.8% | +18.7% | +14.5% |
| YTD | +65.4% | -3.1% | +68.6% | +58.6% |
| 1Y | +195.0% | -11.3% | +206.3% | +195.1% |
| 3Y | +830.2% | -5.0% | +835.1% | +750.3% |
| 5Y | +397.1% | +19.2% | +377.9% | +271.7% |
| All | +1,298.9% | +218.8% | +1,080.0% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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