-7.0%
MOS vs SOLS
+23.8%
-30.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.2% | -0.3% |
| 7D | +21.6% | -4.2% | +25.8% | +21.7% |
| 30D | +12.0% | -3.9% | +15.9% | +12.0% |
| 3M | -3.9% | -6.6% | +2.7% | -3.6% |
| 6M | -3.3% | -29.1% | +25.8% | +1.8% |
| YTD | -4.6% | +19.8% | -24.4% | -16.0% |
| 1Y | -7.0% | +29.2% | -36.2% | -19.6% |
| All | -7.0% | +23.8% | -30.8% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling