-58.6%
CHTR vs MSTZ
-99.1%
+40.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.6% | -1.6% | +5.2% |
| 7D | -7.1% | +24.8% | -31.9% | -6.4% |
| 30D | -10.9% | -59.2% | +48.4% | -13.3% |
| 3M | +2.0% | -56.9% | +58.9% | +0.2% |
| 6M | -35.9% | -57.6% | +21.7% | -36.3% |
| YTD | -32.7% | -73.6% | +40.9% | -33.1% |
| 1Y | -46.6% | -15.6% | -31.0% | -43.9% |
| All | -58.6% | -99.1% | +40.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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