-49.3%
CHTR vs MTSI
+571.2%
-620.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.3% | -8.6% |
| 7D | -15.8% | +11.1% | -26.9% | -16.8% |
| 30D | -12.7% | -3.7% | -9.0% | -12.6% |
| 3M | -1.1% | -20.2% | +19.1% | +0.4% |
| 6M | -39.9% | +30.8% | -70.7% | -43.1% |
| YTD | -35.9% | +67.0% | -102.9% | -41.6% |
| 1Y | -49.2% | +120.4% | -169.6% | -55.7% |
| 3Y | -68.3% | +260.4% | -328.7% | -74.9% |
| 5Y | -83.0% | +356.3% | -439.2% | -87.1% |
| 10Y | -49.3% | +581.1% | -630.4% | -68.5% |
| All | -49.3% | +571.2% | -620.5% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling