-7.6%
CMG vs MSI
+68.0%
-75.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -6.5% | -4.0% | -2.5% | -5.5% |
| 30D | +12.1% | -0.5% | +12.6% | +12.2% |
| 3M | +20.6% | +11.4% | +9.2% | +16.7% |
| 6M | +2.1% | +1.0% | +1.1% | +1.4% |
| YTD | -2.6% | +20.7% | -23.3% | -9.3% |
| 1Y | -8.7% | -2.7% | -6.0% | -8.3% |
| All | -7.6% | +68.0% | -75.6% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling