+1,751.5%
CLS vs MUB
+21.2%
+1,730.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.1% | +7.8% | +7.7% |
| 7D | -10.6% | +1.0% | -11.6% | -12.4% |
| 30D | -38.4% | +3.9% | -42.3% | -42.9% |
| 3M | -29.9% | -0.4% | -29.5% | -29.6% |
| 6M | -40.6% | -0.6% | -40.1% | -40.0% |
| YTD | -24.6% | +0.4% | -25.0% | -24.9% |
| 1Y | -30.8% | +0.8% | -31.6% | -31.6% |
| 3Y | +811.7% | +11.3% | +800.4% | +636.4% |
| 5Y | +1,838.4% | +3.4% | +1,835.0% | +1,732.7% |
| 10Y | +1,751.5% | +21.9% | +1,729.6% | +1,647.1% |
| All | +1,751.5% | +21.2% | +1,730.3% | +1,647.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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