+3,909.1%
CMG vs MSI
+679.0%
+3,230.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +2.5% | +3.2% | -0.8% | +1.3% |
| 30D | +15.6% | +17.6% | -2.0% | +8.6% |
| 3M | +8.2% | +14.5% | -6.3% | +2.6% |
| 6M | +9.9% | +34.3% | -24.4% | -2.5% |
| YTD | -4.6% | +39.7% | -44.4% | -17.4% |
| 1Y | +12.4% | +40.2% | -27.7% | -2.7% |
| 3Y | -18.0% | +77.1% | -95.1% | -36.0% |
| 5Y | -5.3% | +124.0% | -129.4% | -33.1% |
| 10Y | +344.2% | +665.5% | -321.2% | +92.6% |
| All | +3,909.1% | +679.0% | +3,230.1% | +1,335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling