+1,078.3%
COHR vs MTSI
+1,308.1%
-229.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.5% | +3.1% | +4.9% |
| 7D | +1.0% | +1.4% | -0.4% | +0.3% |
| 30D | -14.1% | +2.1% | -16.2% | -14.5% |
| 3M | -33.2% | -29.7% | -3.5% | -18.8% |
| 6M | +2.5% | +12.5% | -10.0% | +0.4% |
| YTD | +52.7% | +57.0% | -4.3% | +28.8% |
| 1Y | +194.8% | +103.9% | +90.9% | +124.1% |
| 3Y | +650.8% | +223.6% | +427.3% | +390.6% |
| 5Y | +358.4% | +321.6% | +36.8% | +173.9% |
| 10Y | +1,191.2% | +517.7% | +673.5% | +481.9% |
| All | +1,078.3% | +1,308.1% | -229.8% | +365.3% |
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