-32.7%
MOD vs SOLS
+21.0%
-53.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.7% | +0.1% | +4.4% |
| 7D | -13.9% | +8.0% | -21.9% | -16.7% |
| 30D | -41.5% | +3.7% | -45.3% | -42.0% |
| 3M | -45.7% | +4.6% | -50.3% | -46.7% |
| 6M | -61.1% | -18.5% | -42.6% | -56.9% |
| YTD | -20.5% | +31.4% | -51.9% | -22.5% |
| 1Y | -32.1% | +34.5% | -66.6% | -35.3% |
| All | -32.7% | +21.0% | -53.7% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling