+237.3%
CHTR vs MAS
+774.1%
-536.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.3% | -5.6% |
| 7D | +5.9% | +2.0% | +3.9% | +5.2% |
| 30D | +10.4% | +19.4% | -9.0% | +4.3% |
| 3M | -25.0% | +9.4% | -34.4% | -27.2% |
| 6M | -24.6% | +15.3% | -39.9% | -28.5% |
| YTD | -43.4% | +31.3% | -74.8% | -48.8% |
| 1Y | -45.8% | +34.9% | -80.7% | -51.3% |
| 3Y | -71.6% | +58.6% | -130.2% | -76.2% |
| 5Y | -82.9% | +40.7% | -123.6% | -85.3% |
| 10Y | -52.8% | +220.4% | -273.2% | -68.6% |
| All | +237.3% | +774.1% | -536.8% | +55.7% |
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