-7.1%
CMG vs MKSI
+142.7%
-149.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -2.1% | +2.7% | -4.7% | -2.2% |
| 30D | +10.9% | -12.8% | +23.7% | +11.7% |
| 3M | +15.8% | -22.5% | +38.4% | +15.2% |
| 6M | +6.9% | +19.4% | -12.4% | +1.5% |
| YTD | -2.2% | +67.7% | -69.9% | -9.4% |
| 1Y | -7.1% | +131.4% | -138.5% | -18.5% |
| All | -7.1% | +142.7% | -149.8% | -18.5% |
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