+3,812.5%
CMG vs MS
+464.8%
+3,347.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +8.0% | -1.6% | +9.5% | +8.3% |
| 30D | +11.9% | -3.8% | +15.7% | +12.7% |
| 3M | +2.1% | -14.6% | +16.7% | +5.7% |
| 6M | +5.2% | -5.1% | +10.2% | +5.6% |
| YTD | -6.9% | +4.5% | -11.5% | -8.8% |
| 1Y | +12.7% | +13.5% | -0.9% | +8.3% |
| 3Y | -16.8% | +160.4% | -177.2% | -35.0% |
| 5Y | -4.1% | +112.9% | -116.9% | -21.9% |
| 10Y | +364.7% | +633.4% | -268.7% | +178.1% |
| All | +3,812.5% | +464.8% | +3,347.7% | +1,929.9% |
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 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