+4,277.4%
MU vs CMS
+134.3%
+4,143.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -15.2% | +0.5% | -15.7% | -15.2% |
| 30D | -29.5% | +7.4% | -36.9% | -30.1% |
| 3M | -15.8% | +1.9% | -17.6% | -16.0% |
| 6M | -2.9% | -2.3% | -0.5% | -3.0% |
| YTD | +154.2% | +3.0% | +151.3% | +151.0% |
| 1Y | +186.6% | -2.8% | +189.4% | +185.7% |
| 3Y | +871.5% | +37.9% | +833.6% | +782.1% |
| 5Y | +911.7% | +34.0% | +877.7% | +810.8% |
| 10Y | +4,277.4% | +138.1% | +4,139.2% | +3,929.0% |
| All | +4,277.4% | +134.3% | +4,143.0% | +3,929.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling