+67.8%
CHYM vs MSTZ
-63.1%
+130.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -9.6% | +15.5% | +4.8% |
| 7D | +3.7% | +0.7% | +3.0% | +4.1% |
| 30D | +5.6% | +16.6% | -11.0% | +8.7% |
| 3M | +19.7% | -74.7% | +94.4% | +5.7% |
| 6M | +35.3% | -43.9% | +79.2% | +44.5% |
| YTD | +18.7% | -84.0% | +102.7% | +17.1% |
| 1Y | +67.8% | -65.1% | +132.9% | +120.4% |
| All | +67.8% | -63.1% | +130.9% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling