+2,396.1%
MUU vs SARO
-25.4%
+2,421.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -2.9% |
| 7D | -8.2% | -3.1% | -5.1% | -5.0% |
| 30D | +10.2% | -12.2% | +22.4% | +26.2% |
| 3M | -26.5% | -7.4% | -19.1% | -20.2% |
| 6M | +227.2% | -15.3% | +242.5% | +280.7% |
| YTD | +527.4% | -16.2% | +543.6% | +625.2% |
| 1Y | +1,843.7% | -12.1% | +1,855.8% | +2,035.4% |
| All | +2,396.1% | -25.4% | +2,421.5% | +2,805.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling