-57.1%
CHTR vs MSTU
-86.5%
+29.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.6% | +4.5% | -3.8% |
| 7D | -0.3% | +16.1% | -16.5% | -1.0% |
| 30D | -4.5% | +68.7% | -73.1% | -7.1% |
| 3M | +10.2% | -11.0% | +21.2% | +9.1% |
| 6M | -37.2% | -33.4% | -3.9% | -37.5% |
| YTD | -30.2% | -59.5% | +29.3% | -30.2% |
| 1Y | -44.8% | -93.4% | +48.6% | -41.2% |
| All | -57.1% | -86.5% | +29.4% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling