-14.7%
CMG vs MSCI
+32.0%
-46.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +8.6% | +1.5% | +7.1% | +8.3% |
| 30D | +13.1% | +14.4% | -1.3% | +10.5% |
| 3M | +9.0% | +15.2% | -6.2% | +6.2% |
| 6M | +10.0% | +11.2% | -1.2% | +7.3% |
| YTD | -3.4% | +13.9% | -17.3% | -6.7% |
| 1Y | +16.8% | +12.5% | +4.3% | +13.1% |
| 3Y | -14.7% | +32.3% | -47.0% | -20.4% |
| All | -14.7% | +32.0% | -46.7% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling