+847.8%
MU vs CMS
+32.6%
+815.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +4.6% |
| 7D | -22.0% | -1.3% | -20.7% | -22.2% |
| 30D | -36.6% | +6.3% | -42.9% | -35.6% |
| 3M | -21.7% | -2.1% | -19.7% | -21.8% |
| 6M | +3.5% | -5.1% | +8.6% | +3.2% |
| YTD | +141.9% | +1.3% | +140.7% | +142.4% |
| 1Y | +189.8% | -1.4% | +191.2% | +189.9% |
| 3Y | +855.4% | +36.9% | +818.4% | +840.2% |
| All | +847.8% | +32.6% | +815.3% | +849.5% |
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