+1,348.1%
MUU vs SAP
+6.8%
+1,341.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +43.7% | -3.9% | +47.5% | +43.2% |
| 30D | -37.2% | +6.5% | -43.8% | -37.2% |
| 3M | -36.1% | +14.7% | -50.7% | -36.0% |
| 6M | -35.7% | +39.9% | -75.7% | -38.1% |
| YTD | +264.0% | -2.0% | +266.0% | +366.9% |
| 1Y | +359.1% | -6.0% | +365.1% | +534.1% |
| All | +1,348.1% | +6.8% | +1,341.3% | +1,478.1% |
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