+44.7%
MS vs CHTR
-49.0%
+93.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.1% | +7.7% | -0.2% |
| 7D | +1.7% | -15.8% | +17.4% | +2.0% |
| 30D | 0.0% | -12.7% | +12.7% | +0.2% |
| 3M | +3.0% | -1.1% | +4.1% | +2.8% |
| 6M | +35.7% | -39.9% | +75.6% | +38.4% |
| YTD | +23.3% | -35.9% | +59.2% | +25.0% |
| 1Y | +44.7% | -49.2% | +93.8% | +54.2% |
| All | +44.7% | -49.0% | +93.7% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling