-6.9%
CHYM vs MSTZ
-12.6%
+5.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.5% | +1.5% | +7.7% |
| 7D | +3.4% | -23.6% | +27.0% | +0.8% |
| 30D | +12.0% | -60.7% | +72.7% | +0.9% |
| 3M | +102.4% | -58.3% | +160.7% | +90.9% |
| 6M | +52.7% | -60.0% | +112.7% | +50.0% |
| YTD | +37.3% | -75.2% | +112.5% | +36.7% |
| 1Y | +42.2% | -19.9% | +62.1% | +88.5% |
| All | -6.9% | -12.6% | +5.7% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling