+878.4%
MSFT vs CMG
+327.5%
+550.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -0.8% | -2.1% | +1.2% | -0.2% |
| 30D | +0.8% | +10.9% | -10.1% | -2.7% |
| 3M | +27.2% | +15.8% | +11.4% | +20.5% |
| 6M | +22.9% | +6.9% | +16.0% | +18.9% |
| YTD | +3.1% | -2.2% | +5.3% | +2.4% |
| 1Y | -0.3% | -7.1% | +6.8% | -0.5% |
| 3Y | +50.1% | -7.1% | +57.2% | +44.2% |
| 5Y | +74.6% | -4.8% | +79.4% | +62.3% |
| All | +878.4% | +327.5% | +550.9% | +560.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling