-67.3%
CHTR vs MAS
+59.6%
-126.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.3% | +11.9% | +11.1% |
| 7D | +17.8% | +3.6% | +14.2% | +16.3% |
| 30D | +29.7% | +23.8% | +5.9% | +20.7% |
| 3M | -12.5% | +14.4% | -27.0% | -16.5% |
| 6M | -13.4% | +19.7% | -33.2% | -19.5% |
| YTD | -35.8% | +36.0% | -71.7% | -42.6% |
| 1Y | -36.3% | +40.4% | -76.7% | -43.6% |
| 3Y | -67.3% | +58.9% | -126.2% | -74.1% |
| All | -67.3% | +59.6% | -126.9% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling