+63.8%
CHYM vs MTSI
+45.5%
+18.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.7% | +1.1% |
| 7D | +10.7% | +7.2% | +3.6% | +10.0% |
| 30D | +8.6% | -18.4% | +27.1% | +9.3% |
| 3M | +4.3% | -16.7% | +20.9% | +4.6% |
| 6M | +81.5% | -31.7% | +113.2% | +79.3% |
| YTD | +31.4% | +45.9% | -14.5% | +11.0% |
| All | +63.8% | +45.5% | +18.3% | +39.3% |
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