-5.7%
CMG vs MSCI
-11.2%
+5.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -6.5% | -1.1% | -5.4% | -6.2% |
| 30D | +12.1% | -1.2% | +13.3% | +12.4% |
| 3M | +20.6% | -8.4% | +29.0% | +23.6% |
| 6M | +2.1% | -1.0% | +3.1% | +1.3% |
| YTD | -2.6% | -2.3% | -0.4% | -3.5% |
| 1Y | -8.7% | -1.2% | -7.5% | -10.7% |
| 3Y | -7.4% | +7.9% | -15.3% | -15.7% |
| 5Y | -5.7% | -10.1% | +4.4% | -11.3% |
| All | -5.7% | -11.2% | +5.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling