+1,362.4%
MU vs CMS
+36.5%
+1,326.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.0% |
| 7D | +9.0% | +0.4% | +8.6% | +9.2% |
| 30D | +13.8% | -3.6% | +17.4% | +11.7% |
| 3M | +2.1% | -1.9% | +4.0% | +1.3% |
| 6M | +153.8% | -11.0% | +164.8% | +145.4% |
| YTD | +256.4% | +0.2% | +256.2% | +256.9% |
| 1Y | +719.8% | -1.3% | +721.1% | +717.8% |
| All | +1,362.4% | +36.5% | +1,326.0% | +1,412.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling