+504.3%
MUU vs CMS
+1.4%
+502.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.4% | -15.4% | -11.0% |
| 7D | -35.9% | +4.1% | -39.9% | -29.5% |
| 30D | -47.1% | +10.9% | -58.0% | -33.7% |
| 3M | -29.8% | -0.2% | -29.6% | -27.8% |
| 6M | +16.0% | -4.7% | +20.7% | +21.8% |
| YTD | +286.1% | +3.9% | +282.2% | +319.4% |
| 1Y | +504.3% | +0.4% | +504.0% | +554.5% |
| All | +504.3% | +1.4% | +502.9% | +554.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling