+709.4%
CMS vs MUB
+77.8%
+631.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -1.3% | +0.7% | -2.0% | -2.0% |
| 30D | +6.3% | +4.4% | +1.9% | +2.2% |
| 3M | -2.1% | -0.4% | -1.6% | -1.7% |
| 6M | -5.1% | -0.9% | -4.2% | -4.3% |
| YTD | +1.3% | +0.1% | +1.2% | +1.2% |
| 1Y | -1.4% | +0.5% | -1.9% | -1.8% |
| 3Y | +36.9% | +11.7% | +25.2% | +24.0% |
| 5Y | +32.5% | +3.2% | +29.4% | +28.6% |
| 10Y | +126.8% | +20.3% | +106.4% | +97.8% |
| All | +709.4% | +77.8% | +631.6% | +447.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling