+830.2%
COHR vs MRSH
-4.9%
+835.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.0% |
| 7D | +8.3% | -4.8% | +13.1% | +4.9% |
| 30D | -14.1% | -6.3% | -7.8% | -17.4% |
| 3M | -16.0% | +5.8% | -21.8% | -11.6% |
| 6M | +21.5% | +2.8% | +18.7% | +28.5% |
| YTD | +65.4% | -3.1% | +68.6% | +73.6% |
| 1Y | +195.0% | -11.3% | +206.3% | +212.4% |
| 3Y | +830.2% | -5.0% | +835.1% | +848.9% |
| All | +830.2% | -4.9% | +835.0% | +848.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling