-63.8%
CHTR vs MSFU
+73.2%
-137.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | -4.1% | -1.8% | -2.3% | -3.8% |
| 30D | -3.0% | +0.5% | -3.4% | -3.1% |
| 3M | +4.8% | +51.9% | -47.1% | -2.3% |
| 6M | -35.0% | +35.0% | -70.0% | -38.9% |
| YTD | -30.2% | -9.0% | -21.1% | -30.1% |
| 1Y | -44.8% | -18.8% | -26.0% | -43.5% |
| 3Y | -66.6% | +25.5% | -92.1% | -71.5% |
| All | -63.8% | +73.2% | -137.0% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling