+206.6%
CRWD vs MOS
-32.4%
+239.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -13.4% | +21.6% | -35.0% | -16.6% |
| 30D | -18.3% | +12.0% | -30.3% | -20.2% |
| 3M | +4.6% | -3.9% | +8.5% | +4.5% |
| 6M | +85.4% | -3.3% | +88.7% | +83.9% |
| YTD | +85.1% | -4.6% | +89.7% | +82.9% |
| 1Y | +62.9% | -7.0% | +69.9% | +61.5% |
| 3Y | +364.5% | -24.4% | +388.9% | +365.7% |
| All | +206.6% | -32.4% | +239.0% | +217.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling