+504.3%
MUU vs SARO
-7.8%
+512.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.9% | -15.9% | -15.1% |
| 7D | -35.9% | +15.8% | -51.6% | -42.5% |
| 30D | -47.1% | +22.2% | -69.3% | -54.9% |
| 3M | -29.8% | -16.2% | -13.7% | -17.7% |
| 6M | +16.0% | +4.6% | +11.4% | +9.7% |
| YTD | +286.1% | -10.4% | +296.4% | +285.0% |
| 1Y | +504.3% | -6.5% | +510.8% | +474.0% |
| All | +504.3% | -7.8% | +512.1% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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