+334.3%
CHTR vs MOS
-44.3%
+378.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -1.1% | +9.5% | -10.6% | -2.4% |
| 30D | -0.8% | +10.4% | -11.2% | -2.3% |
| 3M | +17.8% | +12.9% | +4.9% | +15.2% |
| 6M | -34.5% | +1.2% | -35.7% | -35.1% |
| YTD | -27.2% | +9.3% | -36.5% | -28.9% |
| 1Y | -41.4% | -18.0% | -23.5% | -40.5% |
| 3Y | -64.0% | -29.0% | -35.0% | -63.2% |
| 5Y | -81.3% | -9.6% | -71.7% | -82.0% |
| 10Y | -44.1% | +6.1% | -50.1% | -51.8% |
| All | +334.3% | -44.3% | +378.6% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling