+382.4%
CRWD vs MOS
-24.6%
+407.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +2.2% | +1.7% | +0.5% | +2.0% |
| 30D | -7.7% | +11.7% | -19.4% | -8.9% |
| 3M | +28.9% | +23.2% | +5.7% | +25.3% |
| 6M | +91.5% | -1.6% | +93.1% | +91.2% |
| YTD | +77.3% | +10.8% | +66.5% | +74.5% |
| 1Y | +96.3% | -16.2% | +112.5% | +100.2% |
| All | +382.4% | -24.6% | +407.1% | +380.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling