+760.2%
MS vs CHTR
+289.5%
+470.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | -1.7% | +13.4% | -15.1% | -5.9% |
| 30D | +0.9% | +33.0% | -32.1% | -8.4% |
| 3M | -10.8% | -13.6% | +2.7% | -8.1% |
| 6M | +0.9% | -7.8% | +8.7% | +0.4% |
| YTD | +9.8% | -34.7% | +44.5% | +18.7% |
| 1Y | +17.1% | -34.8% | +51.9% | +26.4% |
| 3Y | +175.7% | -66.7% | +242.4% | +261.9% |
| 5Y | +125.9% | -80.4% | +206.2% | +257.8% |
| 10Y | +556.2% | -50.0% | +606.1% | +547.3% |
| All | +760.2% | +289.5% | +470.7% | +176.3% |
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