+176.2%
SAP vs MUB
+17.9%
+158.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.3% | -0.3% | 0.0% | +0.2% |
| 30D | +2.6% | -1.5% | +4.1% | +4.9% |
| 3M | +16.3% | -1.9% | +18.2% | +19.6% |
| 6M | +6.4% | -1.7% | +8.1% | +9.2% |
| YTD | -11.4% | -0.8% | -10.6% | -10.2% |
| 1Y | -20.4% | +1.5% | -21.9% | -21.8% |
| 3Y | +56.5% | +8.8% | +47.7% | +39.6% |
| 5Y | +56.8% | +2.0% | +54.8% | +52.1% |
| 10Y | +176.2% | +18.0% | +158.2% | +149.1% |
| All | +176.2% | +17.9% | +158.3% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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