+365.6%
MUU vs SAN
+12.6%
+353.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -6.0% |
| 7D | +24.7% | +4.0% | +20.7% | +19.1% |
| 30D | -35.1% | -7.8% | -27.3% | -28.9% |
| 3M | -44.3% | -16.4% | -27.9% | -30.6% |
| 6M | -44.4% | +3.5% | -48.0% | -47.2% |
| YTD | +244.9% | +6.7% | +238.2% | +198.7% |
| 1Y | +365.6% | +14.5% | +351.1% | +254.6% |
| All | +365.6% | +12.6% | +353.0% | +254.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling