+73.2%
CRH vs MOS
-24.6%
+97.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -3.6% | +1.7% | -5.3% | -3.8% |
| 30D | -10.8% | +11.7% | -22.5% | -12.3% |
| 3M | -13.5% | +23.2% | -36.7% | -16.4% |
| 6M | -15.4% | -1.6% | -13.8% | -16.3% |
| YTD | -27.6% | +10.8% | -38.4% | -29.8% |
| 1Y | -18.4% | -16.2% | -2.2% | -17.4% |
| All | +73.2% | -24.6% | +97.8% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling