-2.5%
CMG vs MS
+145.3%
-147.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | +1.4% | -4.2% | -3.3% |
| 30D | +7.1% | -0.3% | +7.4% | +7.1% |
| 3M | +31.2% | +0.3% | +30.9% | +30.1% |
| 6M | +0.7% | +31.3% | -30.7% | -10.7% |
| YTD | -0.1% | +24.7% | -24.8% | -9.8% |
| 1Y | -10.7% | +47.9% | -58.7% | -25.0% |
| 3Y | -4.7% | +178.3% | -183.0% | -40.1% |
| All | -2.5% | +145.3% | -147.8% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling