+387.4%
COHR vs MTSI
+359.4%
+28.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -3.2% |
| 7D | +13.0% | +11.1% | +1.9% | +2.8% |
| 30D | -6.7% | -3.7% | -3.0% | -2.9% |
| 3M | -14.7% | -20.2% | +5.5% | +6.0% |
| 6M | +20.3% | +30.8% | -10.5% | -3.8% |
| YTD | +64.4% | +67.0% | -2.6% | +6.0% |
| 1Y | +205.9% | +120.4% | +85.4% | +57.4% |
| 3Y | +814.1% | +260.4% | +553.7% | +219.6% |
| 5Y | +387.4% | +356.3% | +31.1% | +36.7% |
| All | +387.4% | +359.4% | +28.0% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling