+144.8%
MS vs CHTR
-81.8%
+226.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | 0.0% |
| 7D | +2.5% | -0.3% | +2.8% | +2.4% |
| 30D | 0.0% | -4.5% | +4.4% | +0.5% |
| 3M | +2.4% | +10.2% | -7.8% | -0.4% |
| 6M | +36.4% | -37.2% | +73.6% | +46.5% |
| YTD | +23.8% | -30.2% | +54.0% | +29.2% |
| 1Y | +48.6% | -44.8% | +93.4% | +63.8% |
| 3Y | +179.1% | -65.5% | +244.6% | +238.3% |
| 5Y | +144.8% | -81.8% | +226.6% | +231.1% |
| All | +144.8% | -81.8% | +226.6% | +231.1% |
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