+2,538.2%
MUU vs SAP
-3.5%
+2,541.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -3.0% |
| 7D | +13.9% | -0.3% | +14.2% | +13.9% |
| 30D | +24.8% | +2.6% | +22.2% | +24.7% |
| 3M | -15.7% | +16.3% | -32.0% | -12.5% |
| 6M | +338.9% | +6.4% | +332.5% | +385.6% |
| YTD | +563.2% | -11.4% | +574.6% | +748.7% |
| 1Y | +2,577.5% | -20.4% | +2,597.9% | +3,951.0% |
| All | +2,538.2% | -3.5% | +2,541.7% | +2,768.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling