-12.9%
CHYM vs MSI
+13.9%
-26.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.9% |
| 7D | +2.1% | -5.8% | +7.8% | +4.1% |
| 30D | +11.0% | -1.0% | +12.0% | +11.2% |
| 3M | +83.9% | +14.2% | +69.7% | +78.9% |
| 6M | +45.3% | +1.0% | +44.3% | +41.0% |
| YTD | +28.4% | +21.5% | +6.9% | +24.4% |
| 1Y | +32.2% | -2.1% | +34.3% | +31.9% |
| All | -12.9% | +13.9% | -26.9% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling