-6.9%
CHYM vs MTSI
+120.1%
-127.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.1% | +2.8% | +6.4% |
| 7D | +3.4% | +11.1% | -7.7% | +2.0% |
| 30D | +12.0% | -3.7% | +15.7% | +12.1% |
| 3M | +102.4% | -20.2% | +122.6% | +103.7% |
| 6M | +52.7% | +30.8% | +21.9% | +37.7% |
| YTD | +37.3% | +67.0% | -29.8% | +11.7% |
| 1Y | +42.2% | +120.4% | -78.3% | +5.2% |
| All | -6.9% | +120.1% | -127.0% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling