+195.0%
COHR vs MSTZ
-18.6%
+213.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +7.9% | +3.7% |
| 7D | +8.3% | +17.0% | -8.7% | +10.6% |
| 30D | -14.1% | -61.8% | +47.7% | -22.7% |
| 3M | -16.0% | -54.6% | +38.6% | -19.0% |
| 6M | +21.5% | -59.3% | +80.7% | +21.0% |
| YTD | +65.4% | -74.6% | +140.0% | +61.3% |
| 1Y | +195.0% | -18.8% | +213.8% | +256.6% |
| All | +195.0% | -18.6% | +213.6% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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