+2,981.5%
MUU vs SARO
-7.4%
+2,988.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.7% | +10.9% | +11.0% |
| 7D | +17.4% | -0.8% | +18.2% | +18.1% |
| 30D | +24.0% | -20.0% | +44.0% | +49.4% |
| 3M | -23.9% | -2.9% | -21.0% | -21.2% |
| 6M | +284.4% | -17.7% | +302.1% | +357.3% |
| YTD | +583.7% | -13.5% | +597.2% | +634.3% |
| 1Y | +2,981.5% | -9.7% | +2,991.2% | +2,983.9% |
| All | +2,981.5% | -7.4% | +2,988.9% | +2,983.9% |
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