-81.8%
CHTR vs MOS
-7.1%
-74.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.5% |
| 7D | -0.3% | +7.1% | -7.4% | -1.4% |
| 30D | -4.5% | +15.0% | -19.5% | -6.6% |
| 3M | +10.2% | +24.1% | -13.8% | +6.2% |
| 6M | -37.2% | +2.7% | -40.0% | -38.1% |
| YTD | -30.2% | +12.2% | -42.4% | -32.2% |
| 1Y | -44.8% | -16.3% | -28.5% | -44.0% |
| 3Y | -65.5% | -23.3% | -42.2% | -65.3% |
| 5Y | -81.8% | -4.2% | -77.6% | -82.3% |
| All | -81.8% | -7.1% | -74.7% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling