+1,298.9%
COHR vs MS
+806.9%
+492.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.6% |
| 7D | +8.3% | -1.5% | +9.9% | +9.6% |
| 30D | -14.1% | -1.5% | -12.6% | -13.3% |
| 3M | -16.0% | +1.4% | -17.4% | -16.2% |
| 6M | +21.5% | +34.7% | -13.2% | -1.3% |
| YTD | +65.4% | +22.7% | +42.7% | +43.5% |
| 1Y | +195.0% | +40.1% | +154.9% | +133.7% |
| 3Y | +830.2% | +181.4% | +648.7% | +365.5% |
| 5Y | +397.1% | +142.6% | +254.5% | +171.9% |
| All | +1,298.9% | +806.9% | +492.0% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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