+365.6%
MUU vs SAP
-5.7%
+371.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -4.9% |
| 7D | +24.7% | +0.6% | +24.1% | +25.1% |
| 30D | -35.1% | +6.5% | -41.7% | -30.2% |
| 3M | -44.3% | +12.2% | -56.5% | -36.4% |
| 6M | -44.4% | +46.1% | -90.5% | -11.9% |
| YTD | +244.9% | -1.6% | +246.5% | +485.2% |
| 1Y | +365.6% | -5.1% | +370.7% | +768.3% |
| All | +365.6% | -5.7% | +371.3% | +768.3% |
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