+21.9%
MSFT vs COHR
+13.2%
+8.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.1% |
| 7D | -3.5% | +10.9% | -14.3% | -3.3% |
| 30D | -2.1% | -10.8% | +8.7% | -2.1% |
| 3M | +24.2% | -17.4% | +41.5% | +19.8% |
| 6M | +21.9% | +12.5% | +9.4% | +16.5% |
| All | +21.9% | +13.2% | +8.7% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling