+324.6%
CMG vs MSI
+663.2%
-338.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -0.6% | +2.6% | -3.2% | -1.7% |
| 30D | +15.9% | +18.1% | -2.2% | +8.2% |
| 3M | +7.8% | +13.2% | -5.5% | +2.3% |
| 6M | +7.7% | +36.3% | -28.6% | -6.1% |
| YTD | -4.9% | +39.5% | -44.5% | -18.8% |
| 1Y | +12.3% | +36.9% | -24.6% | -3.4% |
| 3Y | -17.1% | +76.1% | -93.2% | -37.4% |
| 5Y | -5.6% | +123.7% | -129.3% | -37.2% |
| All | +324.6% | +663.2% | -338.6% | +114.8% |
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