+10.9%
CMG vs MKSI
+40.1%
-29.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.0% | +10.8% | +5.9% |
| 7D | +22.5% | -10.7% | +33.2% | +22.6% |
| 30D | +14.1% | -30.5% | +44.6% | +14.7% |
| 3M | +4.1% | -39.2% | +43.2% | +5.1% |
| 6M | +10.1% | -33.0% | +43.1% | +8.2% |
| YTD | -4.9% | +22.3% | -27.2% | -3.9% |
| 1Y | +10.9% | +42.7% | -31.8% | +13.4% |
| All | +10.9% | +40.1% | -29.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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