-56.2%
CHTR vs MAS
+215.9%
-272.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.6% | -5.6% |
| 7D | +5.9% | +2.4% | +3.6% | +4.9% |
| 30D | +10.4% | +19.8% | -9.5% | +2.7% |
| 3M | -25.0% | +9.8% | -34.8% | -27.8% |
| 6M | -24.6% | +15.8% | -40.3% | -29.7% |
| YTD | -43.4% | +31.8% | -75.3% | -50.3% |
| 1Y | -45.8% | +35.4% | -81.2% | -52.9% |
| 3Y | -71.6% | +59.2% | -130.8% | -77.7% |
| 5Y | -82.9% | +41.2% | -124.1% | -86.2% |
| All | -56.2% | +215.9% | -272.2% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling