+6,028.8%
MU vs CMS
+117.1%
+5,911.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +9.0% | +0.4% | +8.6% | +8.9% |
| 30D | +13.8% | -3.6% | +17.4% | +14.3% |
| 3M | +2.1% | -1.9% | +4.0% | +1.8% |
| 6M | +153.8% | -11.0% | +164.8% | +157.0% |
| YTD | +256.4% | +0.2% | +256.2% | +253.0% |
| 1Y | +719.8% | -1.3% | +721.1% | +712.7% |
| 3Y | +1,360.4% | +35.9% | +1,324.4% | +1,220.3% |
| 5Y | +1,312.4% | +23.1% | +1,289.3% | +1,194.9% |
| All | +6,028.8% | +117.1% | +5,911.7% | +5,148.4% |
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 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