+623.4%
COHR vs MSFU
+70.7%
+552.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +13.0% | -2.3% | +15.3% | +13.6% |
| 30D | -6.7% | -6.3% | -0.4% | -5.4% |
| 3M | -14.7% | +40.0% | -54.7% | -27.7% |
| 6M | +20.3% | +30.1% | -9.8% | +1.0% |
| YTD | +64.4% | -10.3% | +74.8% | +63.0% |
| 1Y | +205.9% | -19.0% | +224.9% | +218.4% |
| 3Y | +814.1% | +25.8% | +788.3% | +615.7% |
| All | +623.4% | +70.7% | +552.7% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling