-38.7%
MOD vs SOLS
+10.3%
-49.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +2.8% |
| 7D | -25.5% | -4.2% | -21.3% | -23.1% |
| 30D | -49.0% | -3.9% | -45.1% | -47.2% |
| 3M | -49.8% | -6.6% | -43.2% | -47.6% |
| 6M | -64.8% | -29.1% | -35.6% | -58.2% |
| YTD | -27.6% | +19.8% | -47.4% | -25.8% |
| 1Y | -35.2% | +29.2% | -64.4% | -36.0% |
| All | -38.7% | +10.3% | -49.1% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling