+49.9%
CHYM vs MAS
+7.5%
+42.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | +1.7% | -0.8% | +2.4% | +1.9% |
| 30D | +30.2% | -5.6% | +35.8% | +31.7% |
| 3M | +85.9% | +4.4% | +81.5% | +79.5% |
| 6M | +49.9% | +7.2% | +42.7% | +39.0% |
| All | +49.9% | +7.5% | +42.4% | +39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling