+878.4%
MSFT vs CHTR
-44.7%
+923.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.2% |
| 7D | -0.8% | -4.1% | +3.3% | 0.0% |
| 30D | +0.8% | -3.0% | +3.8% | +1.1% |
| 3M | +27.2% | +4.8% | +22.4% | +24.6% |
| 6M | +22.9% | -35.0% | +57.9% | +32.2% |
| YTD | +3.1% | -30.2% | +33.3% | +8.1% |
| 1Y | -0.3% | -44.8% | +44.5% | +11.3% |
| 3Y | +50.1% | -66.6% | +116.7% | +85.9% |
| 5Y | +74.6% | -81.5% | +156.1% | +164.5% |
| All | +878.4% | -44.7% | +923.1% | +920.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling