+245.6%
CRH vs MOS
+12.4%
+233.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -6.1% | -1.7% | -4.3% | -5.7% |
| 30D | -9.3% | +12.4% | -21.7% | -12.2% |
| 3M | -15.2% | +20.5% | -35.6% | -19.8% |
| 6M | -14.2% | -12.0% | -2.2% | -12.6% |
| YTD | -28.3% | +7.4% | -35.7% | -31.2% |
| 1Y | -21.8% | -22.5% | +0.7% | -18.5% |
| 3Y | +71.6% | -25.5% | +97.1% | +75.0% |
| 5Y | +96.6% | -10.1% | +106.7% | +72.2% |
| All | +245.6% | +12.4% | +233.2% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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