+3,971.9%
MU vs CMS
+127.3%
+3,844.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.2% |
| 7D | -22.0% | -0.5% | -21.5% | -22.0% |
| 30D | -36.6% | +7.2% | -43.8% | -37.1% |
| 3M | -21.7% | -1.3% | -20.5% | -21.7% |
| 6M | +3.5% | -4.3% | +7.9% | +3.6% |
| YTD | +141.9% | +2.1% | +139.9% | +139.0% |
| 1Y | +189.8% | -0.6% | +190.4% | +187.6% |
| 3Y | +855.4% | +38.0% | +817.3% | +765.4% |
| 5Y | +869.2% | +33.6% | +835.6% | +770.8% |
| All | +3,971.9% | +127.3% | +3,844.7% | +3,606.0% |
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