-10.7%
CMG vs MSCI
+4.9%
-15.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | +7.1% | +0.6% | +6.6% | +7.1% |
| 3M | +31.2% | -7.1% | +38.2% | +31.4% |
| 6M | +0.7% | +0.8% | -0.2% | -0.4% |
| YTD | -0.1% | +1.0% | -1.1% | -1.5% |
| 1Y | -10.7% | +4.3% | -15.1% | -11.7% |
| All | -10.7% | +4.9% | -15.6% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling