+21.9%
MAS vs SOLS
+10.3%
+11.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | -2.6% |
| 7D | +2.0% | -4.2% | +6.2% | +2.3% |
| 30D | +19.4% | -3.9% | +23.3% | +19.4% |
| 3M | +9.4% | -6.6% | +16.0% | +9.7% |
| 6M | +15.3% | -29.1% | +44.4% | +19.7% |
| YTD | +31.3% | +19.8% | +11.5% | +26.7% |
| 1Y | +34.9% | +29.2% | +5.6% | +28.0% |
| All | +21.9% | +10.3% | +11.6% | +16.5% |
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