+12.5%
COHR vs MSTZ
-55.3%
+67.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.6% | -10.0% | -2.6% |
| 7D | +10.9% | +24.8% | -13.9% | +14.0% |
| 30D | -10.8% | -59.2% | +48.5% | -19.8% |
| 3M | -17.4% | -56.9% | +39.5% | -19.4% |
| 6M | +12.5% | -57.6% | +70.1% | +16.9% |
| All | +12.5% | -55.3% | +67.8% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling