+4,100.0%
CMG vs MS
+573.7%
+3,526.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | +7.1% | -0.3% | +7.4% | +7.1% |
| 3M | +31.2% | +0.3% | +30.9% | +30.5% |
| 6M | +0.7% | +31.3% | -30.7% | -6.2% |
| YTD | -0.1% | +24.7% | -24.8% | -5.8% |
| 1Y | -10.7% | +47.9% | -58.7% | -19.3% |
| 3Y | -4.7% | +178.3% | -183.0% | -26.7% |
| 5Y | -3.8% | +144.9% | -148.6% | -24.1% |
| 10Y | +352.5% | +804.5% | -452.1% | +158.3% |
| All | +4,100.0% | +573.7% | +3,526.3% | +1,995.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling