+1,348.1%
MUU vs CLS
+341.8%
+1,006.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.9% | -7.9% |
| 7D | +43.7% | +23.5% | +20.1% | +17.5% |
| 30D | -37.2% | -28.9% | -8.3% | -7.8% |
| 3M | -36.1% | -25.2% | -10.9% | -12.6% |
| 6M | -35.7% | -32.1% | -3.6% | +5.0% |
| YTD | +264.0% | -14.1% | +278.1% | +367.8% |
| 1Y | +359.1% | -24.1% | +383.2% | +563.0% |
| All | +1,348.1% | +341.8% | +1,006.3% | +409.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling