+4,100.0%
CMG vs MSI
+584.6%
+3,515.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -2.8% | -3.7% | +0.9% | -1.4% |
| 30D | +7.1% | +6.8% | +0.3% | +4.1% |
| 3M | +31.2% | +14.3% | +16.9% | +24.0% |
| 6M | +0.7% | -1.6% | +2.3% | +0.4% |
| YTD | -0.1% | +22.8% | -22.9% | -9.0% |
| 1Y | -10.7% | -1.1% | -9.6% | -11.7% |
| 3Y | -4.7% | +70.5% | -75.1% | -24.7% |
| 5Y | -3.8% | +102.8% | -106.6% | -29.3% |
| 10Y | +352.5% | +597.4% | -244.9% | +103.2% |
| All | +4,100.0% | +584.6% | +3,515.4% | +1,480.6% |
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 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