-67.3%
CHTR vs MTSI
+210.0%
-277.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.5% | +12.1% | +10.6% |
| 7D | +17.8% | -3.8% | +21.6% | +18.0% |
| 30D | +29.7% | -31.4% | +61.1% | +29.7% |
| 3M | -12.5% | -23.8% | +11.2% | -12.6% |
| 6M | -13.4% | -37.1% | +23.6% | -13.1% |
| YTD | -35.8% | +32.2% | -68.0% | -39.8% |
| 1Y | -36.3% | +26.9% | -63.2% | -40.0% |
| 3Y | -67.3% | +193.7% | -261.0% | -77.5% |
| All | -67.3% | +210.0% | -277.3% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling