+876.6%
MS vs CHTR
+334.3%
+542.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +1.4% | -1.1% | +2.4% | +1.5% |
| 30D | -0.3% | -0.8% | +0.5% | -0.6% |
| 3M | +0.3% | +17.8% | -17.5% | -6.7% |
| 6M | +31.3% | -34.5% | +65.8% | +45.1% |
| YTD | +24.7% | -27.2% | +51.9% | +31.6% |
| 1Y | +47.9% | -41.4% | +89.3% | +68.3% |
| 3Y | +178.3% | -64.0% | +242.3% | +260.1% |
| 5Y | +144.9% | -81.3% | +226.2% | +305.5% |
| 10Y | +804.5% | -44.1% | +848.6% | +769.1% |
| All | +876.6% | +334.3% | +542.3% | +206.4% |
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