+9.0%
MSFT vs COHR
+54.9%
-46.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.0% | +12.7% | +6.7% |
| 7D | +4.7% | -18.6% | +23.2% | +4.9% |
| 30D | +5.8% | -41.5% | +47.4% | +6.1% |
| 3M | +13.0% | -39.7% | +52.7% | +13.2% |
| 6M | +34.9% | -40.9% | +75.8% | +32.3% |
| YTD | +15.7% | +5.7% | +10.0% | +10.0% |
| 1Y | +9.0% | +51.6% | -42.6% | +3.2% |
| All | +9.0% | +54.9% | -46.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 1y: compounded portfolio wealth divided by compounded COHR 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…
1y analysis · Full analysis span regression · 6 months rolling