+893.4%
MU vs CMS
+36.1%
+857.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.7% | +6.4% |
| 7D | -12.0% | -0.9% | -11.1% | -12.2% |
| 30D | -28.7% | +7.1% | -35.8% | -27.6% |
| 3M | -16.4% | -1.3% | -15.2% | -16.4% |
| 6M | -1.8% | -2.7% | +0.9% | -1.7% |
| YTD | +157.1% | +2.6% | +154.4% | +158.3% |
| 1Y | +208.5% | -2.0% | +210.5% | +209.1% |
| 3Y | +906.2% | +39.6% | +866.5% | +892.8% |
| 5Y | +893.4% | +35.3% | +858.1% | +901.7% |
| All | +893.4% | +36.1% | +857.3% | +901.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling