-10.9%
CHYM vs MOS
-31.1%
+20.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +10.7% | +5.5% | +5.3% | +9.8% |
| 30D | +8.6% | +21.0% | -12.3% | +5.1% |
| 3M | +4.3% | -0.5% | +4.7% | +3.7% |
| 6M | +81.5% | +6.6% | +74.9% | +78.3% |
| YTD | +31.4% | -2.8% | +34.2% | +28.0% |
| 1Y | +62.2% | -8.1% | +70.3% | +59.6% |
| All | -10.9% | -31.1% | +20.2% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling