+46.4%
CHYM vs MSI
+2.0%
+44.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -6.0% |
| 7D | -2.9% | -1.8% | -1.1% | -1.7% |
| 30D | +3.0% | -0.6% | +3.6% | +3.0% |
| 3M | +98.7% | +13.0% | +85.7% | +85.2% |
| 6M | +46.4% | +0.5% | +45.9% | +46.5% |
| All | +46.4% | +2.0% | +44.4% | +46.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling