+2,621.5%
MSFT vs CMG
+4,006.7%
-1,385.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -2.7% | -2.8% | +0.1% | -2.0% |
| 30D | +2.7% | +7.1% | -4.4% | +0.7% |
| 3M | +17.0% | +31.2% | -14.2% | +8.4% |
| 6M | +23.8% | +0.7% | +23.1% | +22.5% |
| YTD | +4.0% | -0.1% | +4.1% | +2.9% |
| 1Y | -0.8% | -10.7% | +9.9% | +0.2% |
| 3Y | +55.6% | -4.7% | +60.3% | +51.2% |
| 5Y | +72.9% | -3.8% | +76.6% | +66.0% |
| 10Y | +875.8% | +352.5% | +523.3% | +543.4% |
| All | +2,621.5% | +4,006.7% | -1,385.2% | +984.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling