+67.6%
MA vs CHTR
-82.1%
+149.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.3% |
| 7D | -3.5% | -7.1% | +3.7% | -2.3% |
| 30D | +0.7% | -10.9% | +11.6% | +2.5% |
| 3M | +15.8% | +2.0% | +13.8% | +14.6% |
| 6M | +10.2% | -35.9% | +46.1% | +17.0% |
| YTD | -0.5% | -32.7% | +32.2% | +4.2% |
| 1Y | -1.8% | -46.6% | +44.7% | +7.8% |
| 3Y | +38.7% | -66.7% | +105.5% | +65.5% |
| 5Y | +67.6% | -82.1% | +149.8% | +131.9% |
| All | +67.6% | -82.1% | +149.7% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling