-45.9%
CHTR vs MOS
+12.4%
-58.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -4.1% | -1.7% | -2.4% | -3.9% |
| 30D | -3.0% | +12.4% | -15.4% | -4.7% |
| 3M | +4.8% | +20.5% | -15.7% | +1.6% |
| 6M | -35.0% | -12.0% | -23.1% | -34.3% |
| YTD | -30.2% | +7.4% | -37.6% | -31.6% |
| 1Y | -44.8% | -22.5% | -22.3% | -43.4% |
| 3Y | -66.6% | -25.5% | -41.1% | -66.0% |
| 5Y | -81.5% | -10.1% | -71.4% | -82.2% |
| All | -45.9% | +12.4% | -58.3% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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