+1,272.2%
MUU vs SBAC
-15.1%
+1,287.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -4.1% |
| 7D | +24.7% | +0.6% | +24.0% | +25.4% |
| 30D | -35.1% | +5.5% | -40.6% | -31.8% |
| 3M | -44.3% | +3.1% | -47.3% | -42.2% |
| 6M | -44.4% | -7.0% | -37.4% | -42.1% |
| YTD | +244.9% | +0.5% | +244.4% | +269.3% |
| 1Y | +365.6% | +0.2% | +365.4% | +398.6% |
| All | +1,272.2% | -15.1% | +1,287.3% | +1,320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling