+46.2%
MSFT vs CMG
-16.8%
+63.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.3% | +2.5% | -3.7% | -1.8% |
| 30D | -1.8% | +15.6% | -17.4% | -4.9% |
| 3M | +5.6% | +8.2% | -2.6% | +3.5% |
| 6M | +29.8% | +9.9% | +19.9% | +26.4% |
| YTD | +9.0% | -4.6% | +13.7% | +8.8% |
| 1Y | +4.9% | +12.4% | -7.5% | +1.3% |
| 3Y | +46.2% | -18.0% | +64.2% | +33.8% |
| All | +46.2% | -16.8% | +63.0% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling