+1,282.6%
CMG vs MSCI
+3,122.5%
-1,839.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.5% |
| 7D | +8.6% | +1.5% | +7.1% | +8.1% |
| 30D | +13.1% | +14.4% | -1.3% | +7.7% |
| 3M | +9.0% | +15.2% | -6.2% | +3.3% |
| 6M | +10.0% | +11.2% | -1.2% | +4.8% |
| YTD | -3.4% | +13.9% | -17.3% | -9.3% |
| 1Y | +16.8% | +12.5% | +4.3% | +10.2% |
| 3Y | -14.7% | +32.3% | -47.0% | -26.5% |
| 5Y | -1.5% | +4.9% | -6.4% | -9.3% |
| 10Y | +383.6% | +779.7% | -396.1% | +111.9% |
| All | +1,282.6% | +3,122.5% | -1,839.9% | +246.6% |
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