-9.6%
CHYM vs MOS
-33.7%
+24.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.5% |
| 7D | +7.1% | -2.0% | +9.1% | +7.4% |
| 30D | +15.7% | +15.3% | +0.4% | +12.8% |
| 3M | +4.3% | +1.5% | +2.8% | +3.4% |
| 6M | +92.9% | -2.0% | +94.9% | +91.7% |
| YTD | +33.3% | -6.5% | +39.8% | +30.6% |
| 1Y | +74.8% | -11.1% | +85.9% | +72.8% |
| All | -9.6% | -33.7% | +24.1% | -5.4% |
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