+126.6%
MSTR vs CHTR
-67.5%
+194.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.8% | -6.0% |
| 7D | -11.5% | +5.4% | -16.9% | -12.5% |
| 30D | -24.8% | +24.0% | -48.9% | -28.1% |
| 3M | +20.6% | -11.7% | +32.3% | +22.4% |
| 6M | -38.0% | -10.3% | -27.6% | -37.7% |
| YTD | -24.7% | -36.5% | +11.7% | -19.5% |
| 1Y | -49.1% | -37.7% | -11.3% | -45.2% |
| All | +126.6% | -67.5% | +194.1% | +181.5% |
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 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