+793.0%
COHR vs MS
+173.0%
+619.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -2.1% |
| 7D | +10.9% | -2.1% | +12.9% | +13.3% |
| 30D | -10.8% | -1.1% | -9.7% | -9.9% |
| 3M | -17.4% | +3.5% | -20.8% | -19.5% |
| 6M | +12.5% | +33.7% | -21.3% | -14.6% |
| YTD | +58.8% | +21.8% | +37.1% | +31.1% |
| 1Y | +183.3% | +41.1% | +142.2% | +102.8% |
| All | +793.0% | +173.0% | +619.9% | +256.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling