+321.2%
CMG vs MSI
+601.8%
-280.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -3.8% | -1.8% | -2.1% | -3.1% |
| 30D | +12.9% | -0.6% | +13.5% | +13.1% |
| 3M | +18.8% | +13.0% | +5.7% | +12.2% |
| 6M | +4.1% | +0.5% | +3.5% | +2.9% |
| YTD | -2.4% | +21.7% | -24.1% | -11.7% |
| 1Y | -6.7% | -2.6% | -4.1% | -7.1% |
| 3Y | -7.1% | +69.7% | -76.8% | -29.2% |
| 5Y | -5.0% | +102.8% | -107.8% | -34.0% |
| All | +321.2% | +601.8% | -280.6% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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