-12.9%
CHYM vs MOS
-20.5%
+7.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.7% |
| 7D | +2.1% | +7.1% | -5.0% | +0.9% |
| 30D | +11.0% | +15.0% | -4.0% | +8.4% |
| 3M | +83.9% | +24.1% | +59.8% | +77.3% |
| 6M | +45.3% | +2.7% | +42.6% | +42.2% |
| YTD | +28.4% | +12.2% | +16.2% | +22.6% |
| 1Y | +32.2% | -16.3% | +48.5% | +31.5% |
| All | -12.9% | -20.5% | +7.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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