+138.1%
CMS vs MUB
+21.7%
+116.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.9% |
| 7D | +0.5% | +0.6% | -0.1% | -0.4% |
| 30D | +7.4% | +3.4% | +4.0% | +2.6% |
| 3M | +1.9% | -0.7% | +2.6% | +2.9% |
| 6M | -2.3% | -1.0% | -1.4% | -1.0% |
| YTD | +3.0% | 0.0% | +3.0% | +3.0% |
| 1Y | -2.8% | +0.4% | -3.2% | -3.2% |
| 3Y | +37.9% | +10.5% | +27.4% | +20.2% |
| 5Y | +34.0% | +3.1% | +30.9% | +28.4% |
| 10Y | +138.1% | +22.0% | +116.1% | +82.8% |
| All | +138.1% | +21.7% | +116.4% | +82.8% |
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