+52.7%
CHYM vs MSTU
-39.0%
+91.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -5.4% | +12.4% | +7.4% |
| 7D | +3.4% | +12.9% | -9.5% | +1.7% |
| 30D | +12.0% | +68.3% | -56.4% | +4.4% |
| 3M | +102.4% | +0.4% | +102.0% | +100.9% |
| 6M | +52.7% | -41.5% | +94.2% | +56.2% |
| All | +52.7% | -39.0% | +91.7% | +56.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling