-11.1%
CHYM vs MAGS
+33.2%
-44.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | -0.2% |
| 7D | -2.3% | +0.6% | -2.9% | -2.9% |
| 30D | +4.4% | +3.2% | +1.2% | +0.8% |
| 3M | +91.3% | +7.7% | +83.6% | +75.3% |
| 6M | +44.0% | +12.5% | +31.5% | +24.5% |
| YTD | +31.1% | +6.0% | +25.2% | +22.1% |
| 1Y | +37.8% | +14.4% | +23.5% | +17.5% |
| All | -11.1% | +33.2% | -44.3% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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