+96.3%
CRWD vs MOS
-15.9%
+112.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -1.6% |
| 7D | -2.3% | +7.1% | -9.4% | -2.8% |
| 30D | -2.1% | +15.0% | -17.1% | -3.1% |
| 3M | +27.5% | +24.1% | +3.4% | +24.5% |
| 6M | +95.8% | +2.7% | +93.1% | +96.0% |
| YTD | +79.2% | +12.2% | +67.0% | +79.9% |
| 1Y | +96.3% | -16.3% | +112.5% | +110.4% |
| All | +96.3% | -15.9% | +112.2% | +110.4% |
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