+4,013.6%
CMG vs MKSI
+1,447.9%
+2,565.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.4% |
| 7D | -2.1% | +2.7% | -4.7% | -2.9% |
| 30D | +10.9% | -12.8% | +23.7% | +15.1% |
| 3M | +15.8% | -22.5% | +38.4% | +21.5% |
| 6M | +6.9% | +19.4% | -12.4% | -3.8% |
| YTD | -2.2% | +67.7% | -69.9% | -22.1% |
| 1Y | -7.1% | +131.4% | -138.5% | -34.7% |
| 3Y | -7.1% | +197.3% | -204.5% | -45.5% |
| 5Y | -4.8% | +87.0% | -91.8% | -37.2% |
| 10Y | +324.3% | +522.1% | -197.7% | +47.5% |
| All | +4,013.6% | +1,447.9% | +2,565.7% | +694.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling