+107.1%
MSTR vs CHTR
-83.3%
+190.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.1% | +5.3% | +0.5% |
| 7D | +7.7% | -15.8% | +23.5% | +14.9% |
| 30D | +36.3% | -12.7% | +49.0% | +42.0% |
| 3M | +13.4% | -1.1% | +14.5% | +11.0% |
| 6M | -4.5% | -39.9% | +35.4% | +12.5% |
| YTD | -12.7% | -35.9% | +23.2% | -1.4% |
| 1Y | -59.6% | -49.2% | -10.4% | -48.8% |
| 3Y | +272.5% | -68.3% | +340.8% | +474.1% |
| 5Y | +107.1% | -83.0% | +190.1% | +410.6% |
| All | +107.1% | -83.3% | +190.4% | +410.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling