-34.8%
CHTR vs MAS
+39.3%
-74.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | +13.4% | -1.8% | +15.2% | +14.0% |
| 30D | +33.0% | +23.6% | +9.4% | +23.0% |
| 3M | -13.6% | +12.4% | -26.0% | -17.5% |
| 6M | -7.8% | +21.9% | -29.6% | -16.2% |
| YTD | -34.7% | +36.1% | -70.8% | -42.5% |
| 1Y | -34.8% | +39.5% | -74.3% | -43.5% |
| All | -34.8% | +39.3% | -74.2% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling