+503.0%
MA vs CHTR
-44.7%
+547.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.3% |
| 7D | -1.7% | -4.1% | +2.4% | -0.8% |
| 30D | +1.7% | -3.0% | +4.7% | +2.0% |
| 3M | +17.2% | +4.8% | +12.4% | +14.5% |
| 6M | +13.3% | -35.0% | +48.3% | +23.2% |
| YTD | +0.2% | -30.2% | +30.4% | +6.1% |
| 1Y | -2.7% | -44.8% | +42.1% | +10.2% |
| 3Y | +39.1% | -66.6% | +105.6% | +76.5% |
| 5Y | +68.8% | -81.5% | +150.2% | +164.9% |
| All | +503.0% | -44.7% | +547.8% | +518.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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