+323.6%
CMG vs MS
+803.8%
-480.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.5% | +2.5% | -3.9% | -2.3% |
| 30D | +12.7% | 0.0% | +12.8% | +12.6% |
| 3M | +26.3% | +2.4% | +23.8% | +24.5% |
| 6M | +4.5% | +36.4% | -31.9% | -7.3% |
| YTD | -0.1% | +23.8% | -23.9% | -8.5% |
| 1Y | -6.8% | +48.6% | -55.4% | -20.2% |
| 3Y | -5.0% | +179.1% | -184.1% | -36.5% |
| 5Y | -3.0% | +144.8% | -147.9% | -33.1% |
| 10Y | +323.6% | +794.2% | -470.6% | +84.9% |
| All | +323.6% | +803.8% | -480.2% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling