+15,563.5%
COHR vs MSTR
+1,558.7%
+14,004.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.0% |
| 7D | +13.0% | +7.7% | +5.2% | +11.2% |
| 30D | -6.7% | +36.3% | -43.0% | -11.9% |
| 3M | -14.7% | +13.4% | -28.1% | -17.4% |
| 6M | +20.3% | -4.5% | +24.8% | +19.3% |
| YTD | +64.4% | -12.7% | +77.1% | +63.7% |
| 1Y | +205.9% | -59.6% | +265.5% | +241.4% |
| 3Y | +814.1% | +272.5% | +541.6% | +571.9% |
| 5Y | +387.4% | +107.1% | +280.2% | +254.5% |
| 10Y | +1,308.9% | +677.4% | +631.5% | +687.6% |
| All | +15,563.5% | +1,558.7% | +14,004.7% | +8,864.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling