-41.4%
CHTR vs MTSI
+105.1%
-146.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.8% |
| 7D | -1.1% | +1.4% | -2.4% | -0.9% |
| 30D | -0.8% | +2.1% | -2.9% | -0.7% |
| 3M | +17.8% | -29.7% | +47.5% | +14.7% |
| 6M | -34.5% | +12.5% | -47.0% | -33.8% |
| YTD | -27.2% | +57.0% | -84.2% | -25.1% |
| 1Y | -41.4% | +103.9% | -145.4% | -39.9% |
| All | -41.4% | +105.1% | -146.5% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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