+334.3%
CHTR vs MAS
+672.9%
-338.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -0.8% | -5.6% | +4.8% | +1.0% |
| 3M | +17.8% | +4.4% | +13.3% | +15.3% |
| 6M | -34.5% | +7.2% | -41.7% | -36.6% |
| YTD | -27.2% | +16.1% | -43.3% | -31.4% |
| 1Y | -41.4% | +0.1% | -41.5% | -42.2% |
| 3Y | -64.0% | +28.3% | -92.3% | -67.8% |
| 5Y | -81.3% | +30.5% | -111.7% | -83.5% |
| 10Y | -44.1% | +139.1% | -183.2% | -59.8% |
| All | +334.3% | +672.9% | -338.7% | +108.6% |
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