+793.0%
COHR vs MSTR
+262.1%
+530.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.7% |
| 7D | +10.9% | -11.2% | +22.1% | +13.7% |
| 30D | -10.8% | +33.8% | -44.6% | -17.6% |
| 3M | -17.4% | +11.5% | -28.8% | -20.8% |
| 6M | +12.5% | -7.2% | +19.6% | +11.8% |
| YTD | +58.8% | -15.4% | +74.2% | +58.3% |
| 1Y | +183.3% | -60.6% | +243.9% | +230.5% |
| All | +793.0% | +262.1% | +530.9% | +602.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling