-11.1%
CHYM vs MSTU
-96.0%
+85.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.5% |
| 7D | -2.3% | -16.6% | +14.3% | +0.1% |
| 30D | +4.4% | +69.7% | -65.3% | -5.7% |
| 3M | +91.3% | -7.5% | +98.8% | +85.4% |
| 6M | +44.0% | -43.1% | +87.1% | +46.4% |
| YTD | +31.1% | -63.0% | +94.1% | +37.1% |
| 1Y | +37.8% | -93.8% | +131.6% | +98.0% |
| All | -11.1% | -96.0% | +85.0% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 3y: compounded portfolio wealth divided by compounded MSTU 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…
3y analysis · Full analysis span regression · 6 months rolling