-6.9%
CHYM vs MSTU
-95.9%
+89.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -5.4% | +12.4% | +7.7% |
| 7D | +3.4% | +12.9% | -9.5% | +0.9% |
| 30D | +12.0% | +68.3% | -56.4% | +1.3% |
| 3M | +102.4% | +0.4% | +102.0% | +93.6% |
| 6M | +52.7% | -41.5% | +94.2% | +54.6% |
| YTD | +37.3% | -61.7% | +99.0% | +42.9% |
| 1Y | +42.2% | -93.7% | +135.8% | +103.9% |
| All | -6.9% | -95.9% | +89.0% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling