+229.3%
SAP vs MUB
+22.8%
+206.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.2% |
| 7D | -2.5% | +0.4% | -2.9% | -3.1% |
| 30D | +7.5% | +3.9% | +3.6% | +1.8% |
| 3M | +11.6% | -0.2% | +11.9% | +12.1% |
| 6M | +37.6% | -0.4% | +38.0% | +38.5% |
| YTD | -2.0% | +0.5% | -2.5% | -2.4% |
| 1Y | -6.4% | +0.7% | -7.0% | -6.9% |
| 3Y | +67.7% | +11.1% | +56.6% | +45.3% |
| 5Y | +75.7% | +3.7% | +72.0% | +66.6% |
| 10Y | +229.3% | +22.9% | +206.4% | +181.9% |
| All | +229.3% | +22.8% | +206.6% | +181.9% |
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