+195.0%
COHR vs MS
+42.0%
+153.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.3% |
| 7D | +8.3% | -1.5% | +9.9% | +10.2% |
| 30D | -14.1% | -1.5% | -12.6% | -12.8% |
| 3M | -16.0% | +1.4% | -17.4% | -16.5% |
| 6M | +21.5% | +34.7% | -13.2% | -7.0% |
| YTD | +65.4% | +22.7% | +42.7% | +35.7% |
| 1Y | +195.0% | +40.1% | +154.9% | +112.2% |
| All | +195.0% | +42.0% | +153.0% | +112.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling