+12.4%
CMG vs MSI
+37.5%
-25.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +2.5% | +3.2% | -0.8% | +2.2% |
| 30D | +15.6% | +17.6% | -2.0% | +14.2% |
| 3M | +8.2% | +14.5% | -6.3% | +7.1% |
| 6M | +9.9% | +34.3% | -24.4% | +7.1% |
| YTD | -4.6% | +39.7% | -44.4% | -8.4% |
| 1Y | +12.4% | +40.2% | -27.7% | +7.3% |
| All | +12.4% | +37.5% | -25.1% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling