+504.3%
MUU vs CLS
-28.7%
+533.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.1% | -4.9% | -4.4% |
| 7D | -35.9% | -21.1% | -14.7% | -16.5% |
| 30D | -47.1% | -38.2% | -8.9% | -12.2% |
| 3M | -29.8% | -36.3% | +6.5% | +9.4% |
| 6M | +16.0% | -43.8% | +59.8% | +125.0% |
| YTD | +286.1% | -20.0% | +306.1% | +410.9% |
| 1Y | +504.3% | -29.6% | +533.9% | +824.1% |
| All | +504.3% | -28.7% | +533.0% | +824.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling