+2,538.2%
MUU vs CMS
+4.9%
+2,533.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -2.5% |
| 7D | +13.9% | +1.2% | +12.7% | +15.5% |
| 30D | +24.8% | -3.2% | +27.9% | +19.8% |
| 3M | -15.7% | -2.2% | -13.5% | -17.2% |
| 6M | +338.9% | -9.4% | +348.3% | +321.9% |
| YTD | +563.2% | +0.7% | +562.5% | +572.3% |
| 1Y | +2,577.5% | +0.4% | +2,577.1% | +2,605.0% |
| All | +2,538.2% | +4.9% | +2,533.4% | +2,709.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling