-44.7%
CHTR vs MTSI
+110.9%
-155.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -3.9% |
| 7D | -0.3% | +4.9% | -5.2% | +0.3% |
| 30D | -4.5% | -11.6% | +7.1% | -5.4% |
| 3M | +10.2% | -24.1% | +34.3% | +8.0% |
| 6M | -37.2% | +32.4% | -69.7% | -35.7% |
| YTD | -30.2% | +60.4% | -90.6% | -28.1% |
| All | -44.7% | +110.9% | -155.5% | -43.4% |
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