+22.4%
MAS vs SOLS
+10.3%
+12.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -2.2% |
| 7D | +2.4% | -4.2% | +6.6% | +2.7% |
| 30D | +19.8% | -3.9% | +23.8% | +19.9% |
| 3M | +9.8% | -6.6% | +16.4% | +10.1% |
| 6M | +15.8% | -29.1% | +44.9% | +20.1% |
| YTD | +31.8% | +19.8% | +12.0% | +27.2% |
| 1Y | +35.4% | +29.2% | +6.1% | +28.5% |
| All | +22.4% | +10.3% | +12.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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