+277.1%
COHR vs MSTU
-87.7%
+364.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.6% |
| 7D | +8.3% | -16.6% | +24.9% | +11.0% |
| 30D | -14.1% | +69.7% | -83.8% | -22.9% |
| 3M | -16.0% | -7.5% | -8.5% | -19.0% |
| 6M | +21.5% | -43.1% | +64.6% | +22.7% |
| YTD | +65.4% | -63.0% | +128.5% | +69.1% |
| 1Y | +195.0% | -93.8% | +288.8% | +283.7% |
| All | +277.1% | -87.7% | +364.7% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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