-62.7%
CHTR vs MAGS
+187.7%
-250.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.4% | -8.5% | -8.2% |
| 7D | -15.8% | +0.8% | -16.6% | -16.0% |
| 30D | -12.7% | +0.4% | -13.1% | -12.7% |
| 3M | -1.1% | +5.6% | -6.7% | -2.5% |
| 6M | -39.9% | +12.3% | -52.2% | -41.8% |
| YTD | -35.9% | +5.1% | -41.0% | -36.8% |
| 1Y | -49.2% | +14.0% | -63.1% | -51.1% |
| 3Y | -68.3% | +129.4% | -197.7% | -74.9% |
| All | -62.7% | +187.7% | -250.3% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling