+38.6%
CMS vs MUB
+10.7%
+28.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.9% |
| 7D | +0.5% | +0.6% | -0.1% | -0.3% |
| 30D | +7.4% | +3.4% | +4.0% | +2.9% |
| 3M | +1.9% | -0.7% | +2.6% | +3.0% |
| 6M | -2.3% | -1.0% | -1.4% | -0.8% |
| YTD | +3.0% | 0.0% | +3.0% | +3.2% |
| 1Y | -2.8% | +0.4% | -3.2% | -3.0% |
| All | +38.6% | +10.7% | +28.0% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling