-42.3%
MSTR vs CHTR
-46.1%
+3.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +4.6% |
| 7D | -1.8% | +14.1% | -15.9% | -3.0% |
| 30D | -13.3% | +11.6% | -24.9% | -14.3% |
| 3M | +46.0% | -21.4% | +67.4% | +48.8% |
| 6M | -22.4% | -27.3% | +4.8% | -20.8% |
| YTD | -6.2% | -42.4% | +36.2% | -1.6% |
| 1Y | -42.3% | -45.6% | +3.3% | -36.4% |
| All | -42.3% | -46.1% | +3.8% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling