-12.0%
CHYM vs MSFU
-13.1%
+1.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -2.9% | -6.9% | +4.0% | -0.4% |
| 30D | +3.0% | -5.1% | +8.1% | +4.6% |
| 3M | +98.7% | +44.6% | +54.1% | +71.2% |
| 6M | +46.4% | +32.8% | +13.6% | +27.8% |
| YTD | +29.8% | -10.1% | +39.9% | +25.8% |
| 1Y | +40.5% | -19.4% | +59.8% | +39.4% |
| All | -12.0% | -13.1% | +1.2% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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