+1,397.6%
MUU vs SAP
+6.9%
+1,390.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.2% | +24.0% | +24.2% |
| 7D | -2.5% | -2.5% | 0.0% | -2.7% |
| 30D | -39.7% | +7.5% | -47.2% | -39.7% |
| 3M | -27.4% | +11.6% | -39.1% | -27.3% |
| 6M | -38.4% | +37.6% | -76.1% | -39.9% |
| YTD | +276.4% | -2.0% | +278.4% | +382.9% |
| 1Y | +390.7% | -6.4% | +397.1% | +582.0% |
| All | +1,397.6% | +6.9% | +1,390.8% | +1,532.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling