+504.3%
MUU vs SAP
-5.6%
+509.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +4.2% | -18.2% | -10.1% |
| 7D | -35.9% | +1.3% | -37.2% | -34.7% |
| 30D | -47.1% | +15.5% | -62.7% | -39.1% |
| 3M | -29.8% | +22.8% | -52.6% | -13.8% |
| 6M | +16.0% | +42.5% | -26.4% | +85.0% |
| YTD | +286.1% | +0.5% | +285.5% | +559.4% |
| 1Y | +504.3% | -5.9% | +510.3% | +1,082.3% |
| All | +504.3% | -5.6% | +509.9% | +1,082.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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