+657.5%
COHR vs MTSI
+465.0%
+192.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.6% | -0.4% | -2.6% |
| 7D | +13.1% | +10.0% | +3.2% | +7.4% |
| 30D | -17.2% | -20.3% | +3.2% | -4.1% |
| 3M | -33.3% | -24.4% | -8.9% | -19.4% |
| 6M | -46.0% | -39.2% | -6.8% | -24.4% |
| YTD | +18.2% | +35.5% | -17.3% | +6.0% |
| 1Y | +55.9% | +43.0% | +12.8% | +36.4% |
| 3Y | +544.7% | +196.3% | +348.4% | +307.4% |
| 5Y | +234.6% | +210.0% | +24.6% | +107.2% |
| All | +657.5% | +465.0% | +192.4% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling