-12.9%
CHYM vs MSFU
-12.6%
-0.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.5% |
| 7D | +2.1% | -3.2% | +5.2% | +3.1% |
| 30D | +11.0% | -3.1% | +14.2% | +12.1% |
| 3M | +83.9% | +35.3% | +48.6% | +63.4% |
| 6M | +45.3% | +31.6% | +13.8% | +27.4% |
| YTD | +28.4% | -9.5% | +37.9% | +24.2% |
| 1Y | +32.2% | -18.4% | +50.6% | +30.5% |
| All | -12.9% | -12.6% | -0.3% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling