+1,329.8%
CMG vs MSCI
+2,756.4%
-1,426.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | +7.1% | +0.6% | +6.6% | +6.8% |
| 3M | +31.2% | -7.1% | +38.2% | +33.8% |
| 6M | +0.7% | +0.8% | -0.2% | -0.5% |
| YTD | -0.1% | +1.0% | -1.1% | -1.9% |
| 1Y | -10.7% | +4.3% | -15.1% | -14.0% |
| 3Y | -4.7% | +9.9% | -14.6% | -12.1% |
| 5Y | -3.8% | -6.8% | +3.0% | -7.5% |
| 10Y | +352.5% | +614.7% | -262.2% | +113.1% |
| All | +1,329.8% | +2,756.4% | -1,426.6% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling