+195.0%
COHR vs MSFU
-19.1%
+214.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +4.1% |
| 7D | +8.3% | -1.8% | +10.1% | +8.4% |
| 30D | -14.1% | +0.5% | -14.6% | -14.3% |
| 3M | -16.0% | +51.9% | -67.9% | -17.0% |
| 6M | +21.5% | +35.0% | -13.5% | +17.8% |
| YTD | +65.4% | -9.0% | +74.5% | +74.3% |
| 1Y | +195.0% | -18.8% | +213.8% | +227.2% |
| All | +195.0% | -19.1% | +214.1% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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