-45.6%
CHTR vs MOH
+53.5%
-99.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.9% | -3.3% | +5.2% |
| 7D | +14.1% | +14.3% | -0.2% | +13.5% |
| 30D | +11.6% | +16.7% | -5.1% | +11.1% |
| 3M | -21.4% | +18.3% | -39.8% | -21.6% |
| 6M | -27.3% | +15.8% | -43.1% | -27.2% |
| YTD | -42.4% | +30.5% | -72.9% | -42.4% |
| 1Y | -45.6% | +49.3% | -94.8% | -48.9% |
| All | -45.6% | +53.5% | -99.1% | -48.9% |
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