+7,928.8%
CRS vs MOH
+1,358.8%
+6,570.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.6% |
| 7D | -6.8% | +1.7% | -8.5% | -7.2% |
| 30D | -16.1% | -0.9% | -15.2% | -16.0% |
| 3M | -21.2% | +5.7% | -26.9% | -22.7% |
| 6M | +8.7% | +39.1% | -30.4% | -0.6% |
| YTD | +41.0% | +17.7% | +23.3% | +31.5% |
| 1Y | +82.7% | +8.4% | +74.3% | +71.0% |
| 3Y | +604.8% | -36.6% | +641.3% | +610.2% |
| 5Y | +1,384.7% | -19.1% | +1,403.8% | +1,280.7% |
| 10Y | +1,362.3% | +262.8% | +1,099.5% | +749.6% |
| All | +7,928.8% | +1,358.8% | +6,570.0% | +2,946.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling