+822.0%
MU vs CMS
+36.2%
+785.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.4% | -17.0% | -17.6% |
| 7D | -29.7% | +1.7% | -31.4% | -29.4% |
| 30D | -37.2% | +8.6% | -45.8% | -36.0% |
| 3M | -26.5% | -0.5% | -26.0% | -26.3% |
| 6M | +2.6% | -4.2% | +6.7% | +2.6% |
| YTD | +130.1% | +3.4% | +126.7% | +131.7% |
| 1Y | +176.7% | +0.4% | +176.3% | +178.1% |
| 3Y | +813.1% | +38.2% | +774.9% | +805.5% |
| 5Y | +822.0% | +35.4% | +786.5% | +840.4% |
| All | +822.0% | +36.2% | +785.8% | +840.4% |
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