+2,163.5%
MUU vs SAP
-22.5%
+2,186.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -10.4% |
| 7D | +3.6% | -5.1% | +8.7% | -0.3% |
| 30D | +22.3% | -1.8% | +24.1% | +21.1% |
| 3M | -8.2% | +20.9% | -29.1% | +17.8% |
| 6M | +256.3% | +7.0% | +249.3% | +373.7% |
| YTD | +534.4% | -13.7% | +548.1% | +823.0% |
| 1Y | +2,163.5% | -19.6% | +2,183.1% | +3,430.0% |
| All | +2,163.5% | -22.5% | +2,186.0% | +3,430.0% |
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