+124.8%
MS vs CHTR
-80.8%
+205.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.6% | -10.4% | -1.5% |
| 7D | +0.8% | +17.8% | -17.0% | -2.1% |
| 30D | -0.7% | +29.7% | -30.4% | -5.3% |
| 3M | -12.4% | -12.5% | +0.2% | -10.9% |
| 6M | -1.7% | -13.4% | +11.7% | -0.4% |
| YTD | +8.0% | -35.8% | +43.8% | +14.0% |
| 1Y | +16.2% | -36.3% | +52.5% | +22.7% |
| 3Y | +171.3% | -67.3% | +238.6% | +230.4% |
| 5Y | +124.8% | -80.9% | +205.6% | +202.1% |
| All | +124.8% | -80.8% | +205.5% | +202.1% |
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