-44.8%
CHTR vs MSI
-2.0%
-42.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | -3.0% | -0.8% | -2.2% | -2.8% |
| 3M | +4.8% | +13.9% | -9.2% | -0.6% |
| 6M | -35.0% | +1.3% | -36.4% | -36.3% |
| YTD | -30.2% | +22.3% | -52.5% | -34.5% |
| 1Y | -44.8% | -3.9% | -40.9% | -42.8% |
| All | -44.8% | -2.0% | -42.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling