+1,359.5%
MSTR vs CHTR
+334.3%
+1,025.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +12.2% | -1.1% | +13.2% | +12.0% |
| 30D | +45.2% | -0.8% | +45.9% | +43.7% |
| 3M | +10.4% | +17.8% | -7.4% | +1.7% |
| 6M | -2.5% | -34.5% | +32.0% | +9.4% |
| YTD | -6.0% | -27.2% | +21.2% | +0.4% |
| 1Y | -56.4% | -41.4% | -15.0% | -49.3% |
| 3Y | +306.3% | -64.0% | +370.3% | +446.1% |
| 5Y | +100.5% | -81.3% | +181.8% | +241.1% |
| 10Y | +741.1% | -44.1% | +785.2% | +845.5% |
| All | +1,359.5% | +334.3% | +1,025.3% | +673.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling