+1,243.0%
COHR vs MTSI
+555.4%
+687.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.4% | -0.6% |
| 7D | +10.9% | +4.8% | +6.1% | +7.9% |
| 30D | -10.8% | -9.2% | -1.6% | -4.9% |
| 3M | -17.4% | -23.1% | +5.8% | -1.6% |
| 6M | +12.5% | +23.5% | -11.0% | +3.2% |
| YTD | +58.8% | +59.1% | -0.2% | +27.3% |
| 1Y | +183.3% | +106.9% | +76.4% | +99.7% |
| 3Y | +783.0% | +243.2% | +539.9% | +403.1% |
| 5Y | +377.2% | +324.5% | +52.7% | +148.5% |
| All | +1,243.0% | +555.4% | +687.6% | +389.2% |
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