+939.3%
CSGP vs MOH
+1,334.3%
-394.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | +2.3% | +2.9% | -0.6% | +1.7% |
| 3M | -8.2% | +4.1% | -12.3% | -9.2% |
| 6M | -35.1% | +33.8% | -68.9% | -39.2% |
| YTD | -54.0% | +15.7% | -69.7% | -56.2% |
| 1Y | -65.3% | +17.5% | -82.9% | -67.3% |
| 3Y | -62.6% | -35.3% | -27.2% | -61.9% |
| 5Y | -64.8% | -26.9% | -37.9% | -65.3% |
| 10Y | +45.1% | +262.9% | -217.8% | +0.9% |
| All | +939.3% | +1,334.3% | -394.9% | +469.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling