-49.6%
CHTR vs MAS
+214.3%
-263.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +5.4% | +1.2% | +4.2% | +4.9% |
| 30D | +24.0% | +21.6% | +2.4% | +14.5% |
| 3M | -11.7% | +14.1% | -25.8% | -16.3% |
| 6M | -10.3% | +22.6% | -32.9% | -18.4% |
| YTD | -36.5% | +35.4% | -71.9% | -44.8% |
| 1Y | -37.7% | +37.5% | -75.2% | -46.3% |
| 3Y | -67.6% | +58.3% | -125.9% | -74.6% |
| 5Y | -80.8% | +39.1% | -119.9% | -84.4% |
| All | -49.6% | +214.3% | -263.9% | -71.5% |
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