+325.9%
CMG vs MSCI
+811.9%
-486.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +2.5% | +3.0% | -0.5% | +1.2% |
| 30D | +15.6% | +17.8% | -2.2% | +7.9% |
| 3M | +8.2% | +15.2% | -7.0% | +1.6% |
| 6M | +9.9% | +16.5% | -6.6% | +1.7% |
| YTD | -4.6% | +16.4% | -21.0% | -12.4% |
| 1Y | +12.4% | +16.8% | -4.4% | +3.2% |
| 3Y | -18.0% | +35.8% | -53.7% | -32.7% |
| 5Y | -5.3% | +7.0% | -12.3% | -15.7% |
| All | +325.9% | +811.9% | -486.0% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling