-53.3%
CSGP vs MOH
+53.5%
-106.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.9% | -4.9% | +2.9% |
| 7D | +18.3% | +14.3% | +4.0% | +16.4% |
| 30D | +17.8% | +16.7% | +1.1% | +15.9% |
| 3M | +9.3% | +18.3% | -9.1% | +7.4% |
| 6M | -7.9% | +15.8% | -23.7% | -9.5% |
| YTD | -51.5% | +30.5% | -82.0% | -52.9% |
| 1Y | -53.3% | +49.3% | -102.6% | -56.0% |
| All | -53.3% | +53.5% | -106.8% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling