+744.3%
MS vs CHTR
+246.3%
+498.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.5% | +2.3% |
| 7D | +0.7% | +4.9% | -4.2% | -1.0% |
| 30D | -0.9% | +17.2% | -18.2% | -6.3% |
| 3M | -13.0% | -20.6% | +7.6% | -7.8% |
| 6M | -2.0% | -21.7% | +19.8% | +2.9% |
| YTD | +7.8% | -41.9% | +49.7% | +21.1% |
| 1Y | +17.9% | -44.9% | +62.7% | +34.6% |
| 3Y | +174.8% | -70.0% | +244.8% | +272.8% |
| 5Y | +119.9% | -82.6% | +202.4% | +262.3% |
| 10Y | +578.8% | -55.1% | +633.9% | +592.7% |
| All | +744.3% | +246.3% | +498.0% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling