+121,304.9%
COHR vs MS
+5,352.1%
+115,952.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.3% |
| 7D | +13.1% | +5.1% | +8.1% | +11.4% |
| 30D | -17.2% | +5.7% | -22.8% | -18.3% |
| 3M | -33.3% | -12.2% | -21.2% | -29.9% |
| 6M | -46.0% | -0.5% | -45.5% | -45.1% |
| YTD | +18.2% | +9.8% | +8.4% | +16.3% |
| 1Y | +55.9% | +17.7% | +38.1% | +50.2% |
| 3Y | +544.7% | +176.8% | +367.8% | +383.7% |
| 5Y | +234.6% | +123.7% | +110.9% | +169.9% |
| 10Y | +656.2% | +556.3% | +99.8% | +344.1% |
| All | +121,304.9% | +5,352.1% | +115,952.7% | +39,680.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling