+266.5%
MUU vs CMS
-1.1%
+267.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.5% | +11.9% | +13.6% |
| 7D | -27.2% | -0.9% | -26.3% | -28.4% |
| 30D | -54.0% | +7.1% | -61.1% | -46.0% |
| 3M | -41.4% | -1.3% | -40.2% | -41.3% |
| 6M | -42.5% | -2.7% | -39.8% | -40.5% |
| YTD | +211.2% | +2.6% | +208.6% | +228.3% |
| All | +266.5% | -1.1% | +267.6% | +271.9% |
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