-83.0%
CHTR vs MTSI
+359.4%
-442.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.3% | -8.5% |
| 7D | -15.8% | +11.1% | -26.9% | -16.7% |
| 30D | -12.7% | -3.7% | -9.0% | -12.7% |
| 3M | -1.1% | -20.2% | +19.1% | +0.6% |
| 6M | -39.9% | +30.8% | -70.7% | -43.9% |
| YTD | -35.9% | +67.0% | -102.9% | -43.2% |
| 1Y | -49.2% | +120.4% | -169.6% | -57.8% |
| 3Y | -68.3% | +260.4% | -328.7% | -78.1% |
| 5Y | -83.0% | +356.3% | -439.2% | -89.6% |
| All | -83.0% | +359.4% | -442.4% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling