-12.3%
CHYM vs MTSI
+74.2%
-86.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.2% |
| 7D | +15.4% | -3.8% | +19.2% | +15.4% |
| 30D | +8.2% | -31.4% | +39.6% | +11.6% |
| 3M | +5.5% | -23.8% | +29.2% | +7.0% |
| 6M | +76.6% | -37.1% | +113.7% | +79.4% |
| YTD | +29.3% | +32.2% | -2.9% | +6.6% |
| 1Y | +53.1% | +26.9% | +26.1% | +27.9% |
| All | -12.3% | +74.2% | -86.6% | -35.5% |
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