+1,350.3%
CRS vs MOH
-19.7%
+1,370.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | -6.8% | +1.7% | -8.5% | -6.8% |
| 30D | -16.1% | -0.9% | -15.2% | -16.1% |
| 3M | -21.2% | +5.7% | -26.9% | -21.4% |
| 6M | +8.7% | +39.1% | -30.4% | +7.1% |
| YTD | +41.0% | +17.7% | +23.3% | +39.0% |
| 1Y | +82.7% | +8.4% | +74.3% | +79.7% |
| 3Y | +604.8% | -36.6% | +641.3% | +606.0% |
| All | +1,350.3% | -19.7% | +1,370.0% | +1,248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 5y: compounded portfolio wealth divided by compounded MOH 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…
5y analysis · Full analysis span regression · 6 months rolling