+812.0%
COHR vs MTSI
+1,115.0%
-303.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.6% | -0.4% | -3.1% |
| 7D | +13.1% | +10.0% | +3.2% | +8.3% |
| 30D | -17.2% | -20.3% | +3.2% | -6.1% |
| 3M | -33.3% | -24.4% | -8.9% | -21.5% |
| 6M | -46.0% | -39.2% | -6.8% | -28.0% |
| YTD | +18.2% | +35.5% | -17.3% | +9.4% |
| 1Y | +55.9% | +43.0% | +12.8% | +41.5% |
| 3Y | +544.7% | +196.3% | +348.4% | +351.4% |
| 5Y | +234.6% | +210.0% | +24.6% | +131.4% |
| 10Y | +656.2% | +469.1% | +187.1% | +270.1% |
| All | +812.0% | +1,115.0% | -303.0% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling