+542.0%
MS vs CHTR
-49.2%
+591.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.3% |
| 7D | +5.1% | +17.2% | -12.1% | +0.9% |
| 30D | +5.7% | +31.6% | -25.9% | -1.8% |
| 3M | -12.2% | -11.6% | -0.6% | -10.4% |
| 6M | -0.5% | -3.3% | +2.8% | -2.0% |
| YTD | +9.8% | -33.7% | +43.5% | +16.9% |
| 1Y | +17.7% | -32.4% | +50.2% | +24.4% |
| 3Y | +176.8% | -65.9% | +242.8% | +248.9% |
| 5Y | +123.7% | -79.9% | +203.6% | +235.6% |
| All | +542.0% | -49.2% | +591.2% | +632.9% |
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 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