+393.6%
COHR vs MSTR
+115.1%
+278.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.8% |
| 7D | +8.3% | -8.3% | +16.6% | +10.3% |
| 30D | -14.1% | +38.1% | -52.2% | -21.0% |
| 3M | -16.0% | +9.0% | -25.0% | -19.0% |
| 6M | +21.5% | -5.3% | +26.8% | +20.2% |
| YTD | +65.4% | -13.8% | +79.3% | +64.4% |
| 1Y | +195.0% | -59.8% | +254.8% | +242.1% |
| 3Y | +830.2% | +282.2% | +548.0% | +515.6% |
| All | +393.6% | +115.1% | +278.5% | +222.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling