-9.0%
CHYM vs MTSI
+106.9%
-115.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.9% |
| 3M | +85.9% | -29.7% | +115.6% | +89.7% |
| 6M | +49.9% | +12.5% | +37.4% | +38.6% |
| YTD | +34.1% | +57.0% | -22.9% | +10.0% |
| 1Y | +37.0% | +103.9% | -66.9% | +2.7% |
| All | -9.0% | +106.9% | -115.9% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling