+878.4%
MSFT vs COHR
+1,321.6%
-443.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.5% | -0.1% |
| 7D | -0.8% | +8.3% | -9.2% | -2.3% |
| 30D | +0.8% | -14.1% | +15.0% | +2.9% |
| 3M | +27.2% | -16.0% | +43.2% | +27.4% |
| 6M | +22.9% | +21.5% | +1.4% | +11.8% |
| YTD | +3.1% | +65.4% | -62.3% | -13.2% |
| 1Y | -0.3% | +195.0% | -195.3% | -27.0% |
| 3Y | +50.1% | +830.2% | -780.1% | -22.3% |
| 5Y | +74.6% | +397.1% | -322.5% | -0.8% |
| All | +878.4% | +1,321.6% | -443.3% | +275.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling