+37.0%
CHYM vs MTSI
+105.1%
-68.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.5% |
| 30D | +30.2% | +2.1% | +28.2% | +29.0% |
| 3M | +85.9% | -29.7% | +115.6% | +87.9% |
| 6M | +49.9% | +12.5% | +37.4% | +39.3% |
| YTD | +34.1% | +57.0% | -22.9% | +10.9% |
| 1Y | +37.0% | +103.9% | -66.9% | +3.1% |
| All | +37.0% | +105.1% | -68.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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