-6.9%
CHYM vs MOS
-21.4%
+14.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.2% | +8.1% | +7.1% |
| 7D | +3.4% | +1.7% | +1.7% | +3.1% |
| 30D | +12.0% | +11.7% | +0.3% | +9.8% |
| 3M | +102.4% | +23.2% | +79.2% | +95.4% |
| 6M | +52.7% | -1.6% | +54.3% | +50.4% |
| YTD | +37.3% | +10.8% | +26.4% | +31.4% |
| 1Y | +42.2% | -16.2% | +58.4% | +41.7% |
| All | -6.9% | -21.4% | +14.5% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling