+65.1%
CSGP vs MOH
+310.6%
-245.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.2% |
| 7D | -3.2% | -0.7% | -2.4% | -3.1% |
| 30D | +2.2% | +4.8% | -2.6% | +1.4% |
| 3M | -3.7% | +3.8% | -7.4% | -4.5% |
| 6M | -7.4% | +11.0% | -18.4% | -9.7% |
| YTD | -54.9% | +18.9% | -73.8% | -57.4% |
| 1Y | -54.9% | +46.5% | -101.3% | -59.3% |
| 3Y | -61.9% | -42.4% | -19.5% | -59.8% |
| 5Y | -63.1% | -31.8% | -31.3% | -63.1% |
| 10Y | +65.1% | +309.6% | -244.4% | +18.5% |
| All | +65.1% | +310.6% | -245.5% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling