-66.4%
CSGP vs MOH
+9.6%
-76.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -5.4% | -4.2% | -1.2% | -5.1% |
| 30D | -6.0% | -2.4% | -3.7% | -5.9% |
| 3M | -12.8% | -4.4% | -8.4% | -12.6% |
| 6M | -38.9% | +32.9% | -71.8% | -39.9% |
| YTD | -56.0% | +11.9% | -67.9% | -56.3% |
| 1Y | -66.4% | +6.9% | -73.4% | -67.3% |
| All | -66.4% | +9.6% | -76.0% | -67.3% |
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