+64.0%
CRWD vs MOS
-8.6%
+72.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.4% |
| 7D | -5.5% | +19.7% | -25.1% | -5.8% |
| 30D | -16.9% | +21.5% | -38.4% | -17.4% |
| 3M | +6.6% | -0.4% | +7.0% | +6.6% |
| 6M | +73.2% | +4.5% | +68.7% | +71.5% |
| YTD | +95.1% | -2.9% | +97.9% | +103.6% |
| All | +64.0% | -8.6% | +72.6% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling