+3,981.8%
CMG vs MS
+483.9%
+3,497.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +8.0% | +0.8% | +7.2% | +7.8% |
| 30D | +13.7% | -0.7% | +14.4% | +13.8% |
| 3M | +11.8% | -12.4% | +24.1% | +15.0% |
| 6M | +10.6% | -1.7% | +12.3% | +10.2% |
| YTD | -2.9% | +8.0% | -11.0% | -5.6% |
| 1Y | +17.8% | +16.2% | +1.6% | +12.7% |
| 3Y | -15.3% | +171.3% | -186.6% | -34.5% |
| 5Y | -0.9% | +124.8% | -125.6% | -20.3% |
| 10Y | +358.4% | +553.7% | -195.3% | +180.8% |
| All | +3,981.8% | +483.9% | +3,497.9% | +2,001.6% |
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