-5.2%
CMG vs MSI
+98.7%
-104.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -6.5% | -4.0% | -2.5% | -4.8% |
| 30D | +12.1% | -0.5% | +12.6% | +12.2% |
| 3M | +20.6% | +11.4% | +9.2% | +14.2% |
| 6M | +2.1% | +1.0% | +1.1% | +0.7% |
| YTD | -2.6% | +20.7% | -23.3% | -12.9% |
| 1Y | -8.7% | -2.7% | -6.0% | -8.7% |
| 3Y | -7.4% | +68.2% | -75.6% | -34.8% |
| All | -5.2% | +98.7% | -104.0% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling