+283.0%
CHTR vs MOS
-50.1%
+333.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.0% | +9.6% | +10.5% |
| 7D | +17.8% | +24.8% | -7.0% | +13.7% |
| 30D | +29.7% | +22.7% | +7.0% | +25.4% |
| 3M | -12.5% | -1.2% | -11.3% | -12.6% |
| 6M | -13.4% | +5.5% | -19.0% | -14.7% |
| YTD | -35.8% | -2.0% | -33.8% | -36.4% |
| 1Y | -36.3% | -7.9% | -28.4% | -36.4% |
| 3Y | -67.3% | -25.0% | -42.3% | -66.8% |
| 5Y | -80.9% | -27.7% | -53.1% | -81.0% |
| 10Y | -50.5% | -1.6% | -49.0% | -56.9% |
| All | +283.0% | -50.1% | +333.1% | +257.7% |
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