-11.1%
CHYM vs MSTZ
-10.3%
-0.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +0.5% |
| 7D | -2.3% | +17.0% | -19.3% | 0.0% |
| 30D | +4.4% | -61.8% | +66.2% | -6.3% |
| 3M | +91.3% | -54.6% | +145.9% | +82.8% |
| 6M | +44.0% | -59.3% | +103.2% | +42.0% |
| YTD | +31.1% | -74.6% | +105.7% | +31.1% |
| 1Y | +37.8% | -18.8% | +56.7% | +83.1% |
| All | -11.1% | -10.3% | -0.8% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling