+4,609.2%
MU vs CMS
+137.8%
+4,471.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.2% | +12.1% | +11.9% |
| 7D | +2.0% | -1.1% | +3.1% | +2.1% |
| 30D | -18.0% | +6.6% | -24.5% | -18.6% |
| 3M | -6.6% | +0.8% | -7.4% | -6.7% |
| 6M | +2.0% | -3.3% | +5.4% | +2.0% |
| YTD | +184.5% | +2.7% | +181.7% | +180.9% |
| 1Y | +236.9% | -4.0% | +240.9% | +236.5% |
| 3Y | +987.0% | +37.6% | +949.4% | +887.4% |
| 5Y | +1,014.6% | +35.4% | +979.2% | +899.8% |
| 10Y | +4,609.2% | +136.0% | +4,473.2% | +4,293.2% |
| All | +4,609.2% | +137.8% | +4,471.5% | +4,293.2% |
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