+132,382.9%
MSFT vs COHR
+67,292.0%
+65,090.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.5% | +0.2% |
| 7D | -0.8% | +8.3% | -9.2% | -1.7% |
| 30D | +0.8% | -14.1% | +15.0% | +2.1% |
| 3M | +27.2% | -16.0% | +43.2% | +27.5% |
| 6M | +22.9% | +21.5% | +1.4% | +16.7% |
| YTD | +3.1% | +65.4% | -62.3% | -6.2% |
| 1Y | -0.3% | +195.0% | -195.3% | -15.9% |
| 3Y | +50.1% | +830.2% | -780.1% | +7.0% |
| 5Y | +74.6% | +397.1% | -322.5% | +30.4% |
| 10Y | +893.0% | +1,317.7% | -424.7% | +542.5% |
| All | +132,382.9% | +67,292.0% | +65,090.9% | +69,896.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling