+2,620.0%
MUU vs CMS
+4.4%
+2,615.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.2% | +11.8% | +11.4% |
| 7D | +17.4% | +0.4% | +17.0% | +17.9% |
| 30D | +24.0% | -3.6% | +27.6% | +18.3% |
| 3M | -23.9% | -1.9% | -22.0% | -24.6% |
| 6M | +284.4% | -11.0% | +295.4% | +265.2% |
| YTD | +583.7% | +0.2% | +583.5% | +589.3% |
| 1Y | +2,981.5% | -1.3% | +2,982.8% | +2,980.5% |
| All | +2,620.0% | +4.4% | +2,615.7% | +2,780.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling