-11.1%
CHYM vs MSI
+14.7%
-25.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -2.3% | -0.4% | -1.8% | -2.1% |
| 30D | +4.4% | -0.8% | +5.2% | +4.5% |
| 3M | +91.3% | +13.9% | +77.4% | +85.7% |
| 6M | +44.0% | +1.3% | +42.6% | +39.3% |
| YTD | +31.1% | +22.3% | +8.8% | +26.7% |
| 1Y | +37.8% | -3.9% | +41.7% | +36.9% |
| All | -11.1% | +14.7% | -25.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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