+2,396.1%
MUU vs SAN
+215.3%
+2,180.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -4.3% |
| 7D | -8.2% | +0.2% | -8.4% | -8.6% |
| 30D | +10.2% | +0.9% | +9.2% | +8.2% |
| 3M | -26.5% | +19.1% | -45.6% | -41.8% |
| 6M | +227.2% | +33.2% | +194.0% | +131.2% |
| YTD | +527.4% | +29.1% | +498.3% | +353.9% |
| 1Y | +1,843.7% | +50.2% | +1,793.4% | +1,064.9% |
| All | +2,396.1% | +215.3% | +2,180.8% | +639.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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