+246.3%
CHTR vs MOS
-50.6%
+296.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.8% | +2.4% |
| 7D | +4.9% | +19.7% | -14.8% | +1.9% |
| 30D | +17.2% | +21.5% | -4.3% | +13.6% |
| 3M | -20.6% | -0.4% | -20.1% | -20.7% |
| 6M | -21.7% | +4.5% | -26.3% | -22.7% |
| YTD | -41.9% | -2.9% | -39.0% | -42.4% |
| 1Y | -44.9% | -7.7% | -37.2% | -45.0% |
| 3Y | -70.0% | -25.6% | -44.4% | -69.5% |
| 5Y | -82.6% | -31.2% | -51.4% | -82.6% |
| 10Y | -55.1% | +2.8% | -57.9% | -61.2% |
| All | +246.3% | -50.6% | +296.8% | +223.8% |
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