+481.0%
MSTR vs CHTR
-49.2%
+530.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.8% | -3.9% |
| 7D | -13.4% | +17.2% | -30.6% | -18.3% |
| 30D | -22.1% | +31.6% | -53.7% | -29.9% |
| 3M | +15.0% | -11.6% | +26.5% | +17.1% |
| 6M | -37.3% | -3.3% | -34.0% | -38.8% |
| YTD | -26.5% | -33.7% | +7.2% | -20.1% |
| 1Y | -46.5% | -32.4% | -14.0% | -42.4% |
| 3Y | +121.1% | -65.9% | +187.0% | +203.5% |
| 5Y | +37.5% | -79.9% | +117.4% | +126.3% |
| All | +481.0% | -49.2% | +530.2% | +655.9% |
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