-0.3%
MSFT vs COHR
+197.8%
-198.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.5% | +0.6% |
| 7D | -0.8% | +8.3% | -9.2% | -0.9% |
| 30D | +0.8% | -14.1% | +15.0% | +1.1% |
| 3M | +27.2% | -16.0% | +43.2% | +25.0% |
| 6M | +22.9% | +21.5% | +1.4% | +18.1% |
| YTD | +3.1% | +65.4% | -62.3% | -3.0% |
| 1Y | -0.3% | +195.0% | -195.3% | -8.8% |
| All | -0.3% | +197.8% | -198.1% | -8.8% |
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