+265.1%
MU vs CMS
+1.4%
+263.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.4% | -8.4% | -5.5% |
| 7D | -19.1% | +4.1% | -23.2% | -15.5% |
| 30D | -25.2% | +10.9% | -36.1% | -17.1% |
| 3M | -10.9% | -0.2% | -10.7% | -10.1% |
| 6M | +38.0% | -4.7% | +42.7% | +38.6% |
| YTD | +178.8% | +3.9% | +174.9% | +185.3% |
| 1Y | +265.1% | +0.4% | +264.8% | +272.4% |
| All | +265.1% | +1.4% | +263.8% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling