+377.2%
COHR vs MS
+138.8%
+238.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -2.2% |
| 7D | +10.9% | -2.1% | +12.9% | +13.1% |
| 30D | -10.8% | -1.1% | -9.7% | -9.9% |
| 3M | -17.4% | +3.5% | -20.8% | -19.3% |
| 6M | +12.5% | +33.7% | -21.3% | -12.9% |
| YTD | +58.8% | +21.8% | +37.1% | +33.1% |
| 1Y | +183.3% | +41.1% | +142.2% | +108.5% |
| 3Y | +783.0% | +174.5% | +608.5% | +273.3% |
| 5Y | +377.2% | +140.7% | +236.6% | +113.5% |
| All | +377.2% | +138.8% | +238.5% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling