+2,396.1%
MUU vs SAP
-5.8%
+2,401.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -8.2% | -4.1% | -4.2% | -8.1% |
| 30D | +10.2% | +1.1% | +9.1% | +10.2% |
| 3M | -26.5% | +26.1% | -52.6% | -28.6% |
| 6M | +227.2% | +9.8% | +217.4% | +245.2% |
| YTD | +527.4% | -13.6% | +541.0% | +703.5% |
| 1Y | +1,843.7% | -18.7% | +1,862.4% | +2,657.8% |
| All | +2,396.1% | -5.8% | +2,401.9% | +2,615.7% |
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