+131.1%
CMS vs MUB
+21.1%
+110.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.5% |
| 7D | -0.5% | +0.7% | -1.2% | -1.5% |
| 30D | +7.2% | +4.4% | +2.8% | +1.1% |
| 3M | -1.3% | -0.2% | -1.1% | -1.0% |
| 6M | -4.3% | -0.6% | -3.7% | -3.5% |
| YTD | +2.1% | +0.3% | +1.7% | +1.6% |
| 1Y | -0.6% | +0.8% | -1.4% | -1.6% |
| 3Y | +38.0% | +12.0% | +26.0% | +18.0% |
| 5Y | +33.6% | +3.4% | +30.2% | +27.5% |
| All | +131.1% | +21.1% | +110.0% | +76.8% |
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