+20.3%
COHR vs MSI
+1.1%
+19.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.4% |
| 7D | +13.0% | -4.0% | +16.9% | +12.3% |
| 30D | -6.7% | -0.5% | -6.2% | -6.5% |
| 3M | -14.7% | +11.4% | -26.1% | -13.8% |
| 6M | +20.3% | +1.0% | +19.3% | +29.5% |
| All | +20.3% | +1.1% | +19.2% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 6mo: compounded portfolio wealth divided by compounded MSI 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…
6mo analysis · Full analysis span regression · 6 months rolling