+49.1%
MSFT vs CHTR
-66.9%
+116.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.2% |
| 7D | -3.5% | -7.1% | +3.7% | -3.0% |
| 30D | -2.1% | -10.9% | +8.8% | -1.4% |
| 3M | +24.2% | +2.0% | +22.2% | +23.6% |
| 6M | +21.9% | -35.9% | +57.8% | +24.0% |
| YTD | +2.5% | -32.7% | +35.1% | +3.9% |
| 1Y | -0.8% | -46.6% | +45.8% | +3.1% |
| All | +49.1% | -66.9% | +116.0% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling