-1.7%
CMG vs MSI
+128.3%
-130.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.4% |
| 7D | +4.1% | +7.7% | -3.6% | +0.8% |
| 30D | +20.5% | +19.9% | +0.6% | +11.5% |
| 3M | +14.5% | +14.9% | -0.4% | +7.7% |
| 6M | +14.8% | +37.2% | -22.5% | -1.0% |
| YTD | -1.0% | +40.8% | -41.8% | -17.0% |
| 1Y | +22.9% | +38.1% | -15.2% | +3.9% |
| 3Y | -13.6% | +77.7% | -91.3% | -39.3% |
| All | -1.7% | +128.3% | -130.0% | -43.7% |
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