-44.8%
CHTR vs MSTU
-93.8%
+49.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.6% |
| 7D | -4.1% | -16.6% | +12.5% | -3.6% |
| 30D | -3.0% | +69.7% | -72.7% | -5.8% |
| 3M | +4.8% | -7.5% | +12.2% | +3.3% |
| 6M | -35.0% | -43.1% | +8.1% | -34.9% |
| YTD | -30.2% | -63.0% | +32.9% | -30.3% |
| 1Y | -44.8% | -93.8% | +49.0% | -39.5% |
| All | -44.8% | -93.8% | +49.1% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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