-15.6%
CHYM vs MAS
+32.6%
-48.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.4% | +4.3% |
| 7D | +12.1% | +2.4% | +9.7% | +11.2% |
| 30D | +12.2% | +19.8% | -7.7% | +5.9% |
| 3M | +0.3% | +9.8% | -9.6% | -3.0% |
| 6M | +44.2% | +15.8% | +28.4% | +35.3% |
| YTD | +24.5% | +31.8% | -7.3% | +8.9% |
| 1Y | +73.2% | +35.4% | +37.8% | +49.2% |
| All | -15.6% | +32.6% | -48.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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