-47.4%
CHTR vs MAS
+215.0%
-262.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +17.2% | +3.0% | +14.2% | +15.7% |
| 30D | +31.6% | +22.4% | +9.2% | +21.2% |
| 3M | -11.6% | +14.5% | -26.1% | -16.4% |
| 6M | -3.3% | +27.1% | -30.4% | -13.3% |
| YTD | -33.7% | +35.8% | -69.5% | -42.5% |
| 1Y | -32.4% | +39.4% | -71.8% | -42.0% |
| 3Y | -65.9% | +60.3% | -126.2% | -73.4% |
| 5Y | -79.9% | +39.4% | -119.3% | -83.7% |
| All | -47.4% | +215.0% | -262.4% | -70.3% |
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