+1,397.6%
MUU vs SAN
+166.3%
+1,231.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -0.6% | +24.8% | +25.0% |
| 7D | -2.5% | +3.4% | -5.9% | -6.3% |
| 30D | -39.7% | -6.3% | -33.5% | -35.9% |
| 3M | -27.4% | -14.1% | -13.3% | -14.3% |
| 6M | -38.4% | +4.2% | -42.6% | -42.0% |
| YTD | +276.4% | +9.0% | +267.4% | +230.7% |
| 1Y | +390.7% | +18.8% | +372.0% | +286.8% |
| All | +1,397.6% | +166.3% | +1,231.3% | +438.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling