+1,325.8%
CRWD vs MOH
+34.8%
+1,291.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.2% |
| 7D | -3.0% | +1.7% | -4.7% | -3.2% |
| 30D | -6.8% | -0.9% | -5.9% | -6.8% |
| 3M | +19.6% | +5.7% | +13.9% | +18.7% |
| 6M | +87.1% | +39.1% | +48.0% | +79.4% |
| YTD | +76.4% | +17.7% | +58.7% | +70.6% |
| 1Y | +90.8% | +8.4% | +82.4% | +85.5% |
| 3Y | +380.0% | -36.6% | +416.5% | +387.1% |
| 5Y | +215.6% | -19.1% | +234.7% | +195.1% |
| All | +1,325.8% | +34.8% | +1,291.0% | +963.4% |
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