+259.6%
CHTR vs MAS
+791.3%
-531.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.4% | +8.1% | +5.8% |
| 7D | +15.5% | +4.6% | +10.9% | +13.8% |
| 30D | +15.9% | +19.9% | -4.0% | +9.3% |
| 3M | -17.8% | +8.9% | -26.7% | -20.1% |
| 6M | -20.5% | +20.2% | -40.6% | -25.6% |
| YTD | -39.7% | +33.9% | -73.6% | -45.7% |
| 1Y | -44.1% | +34.7% | -78.8% | -49.8% |
| 3Y | -70.0% | +60.4% | -130.4% | -75.0% |
| 5Y | -81.7% | +43.5% | -125.2% | -84.5% |
| 10Y | -49.7% | +226.7% | -276.4% | -66.8% |
| All | +259.6% | +791.3% | -531.7% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling