-50.5%
CHTR vs MAS
+219.2%
-269.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.3% | +11.9% | +11.1% |
| 7D | +17.8% | +3.6% | +14.2% | +16.0% |
| 30D | +29.7% | +23.8% | +5.9% | +18.9% |
| 3M | -12.5% | +14.4% | -27.0% | -17.2% |
| 6M | -13.4% | +19.7% | -33.2% | -20.5% |
| YTD | -35.8% | +36.0% | -71.7% | -44.3% |
| 1Y | -36.3% | +40.4% | -76.7% | -45.5% |
| 3Y | -67.3% | +58.9% | -126.2% | -74.3% |
| 5Y | -80.9% | +44.5% | -125.4% | -84.7% |
| 10Y | -50.5% | +214.8% | -265.3% | -71.8% |
| All | -50.5% | +219.2% | -269.7% | -71.8% |
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