+374.8%
MUU vs SAP
-5.9%
+380.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.2% | +24.0% | +24.3% |
| 7D | -2.5% | -2.5% | 0.0% | -4.1% |
| 30D | -39.7% | +7.5% | -47.2% | -34.6% |
| 3M | -27.4% | +11.6% | -39.1% | -17.6% |
| 6M | -38.4% | +37.6% | -76.1% | -2.9% |
| YTD | +276.4% | -2.0% | +278.4% | +535.8% |
| All | +374.8% | -5.9% | +380.7% | +789.2% |
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