-59.3%
CHTR vs MAGS
+190.0%
-249.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | -3.0% | +3.2% | -6.2% | -3.7% |
| 3M | +4.8% | +7.7% | -2.9% | +2.9% |
| 6M | -35.0% | +12.5% | -47.5% | -37.0% |
| YTD | -30.2% | +6.0% | -36.1% | -31.3% |
| 1Y | -44.8% | +14.4% | -59.1% | -46.9% |
| 3Y | -66.6% | +127.5% | -194.1% | -73.4% |
| All | -59.3% | +190.0% | -249.4% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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