+194.8%
COHR vs MSTR
-56.7%
+251.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +7.0% |
| 7D | +1.0% | +12.2% | -11.2% | -2.6% |
| 30D | -14.1% | +45.2% | -59.3% | -23.3% |
| 3M | -33.2% | +10.4% | -43.6% | -35.3% |
| 6M | +2.5% | -2.5% | +5.0% | +2.0% |
| YTD | +52.7% | -6.0% | +58.7% | +46.6% |
| 1Y | +194.8% | -56.4% | +251.2% | +251.6% |
| All | +194.8% | -56.7% | +251.5% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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