-45.9%
CHTR vs MOH
+264.4%
-310.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.4% |
| 7D | -4.1% | +1.7% | -5.8% | -4.3% |
| 30D | -3.0% | -0.9% | -2.1% | -2.8% |
| 3M | +4.8% | +5.7% | -0.9% | +3.8% |
| 6M | -35.0% | +39.1% | -74.1% | -38.5% |
| YTD | -30.2% | +17.7% | -47.9% | -33.0% |
| 1Y | -44.8% | +8.4% | -53.1% | -46.6% |
| 3Y | -66.6% | -36.6% | -30.0% | -65.6% |
| 5Y | -81.5% | -19.1% | -62.4% | -81.9% |
| All | -45.9% | +264.4% | -310.2% | -52.2% |
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