+824.4%
COHR vs MTSI
+257.2%
+567.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -3.4% |
| 7D | +13.0% | +11.1% | +1.9% | +2.2% |
| 30D | -6.7% | -3.7% | -3.0% | -2.7% |
| 3M | -14.7% | -20.2% | +5.5% | +7.1% |
| 6M | +20.3% | +30.8% | -10.5% | -6.1% |
| YTD | +64.4% | +67.0% | -2.6% | +1.6% |
| 1Y | +205.9% | +120.4% | +85.4% | +47.9% |
| All | +824.4% | +257.2% | +567.2% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling