-23.2%
MOS vs SOLS
+25.7%
-48.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -2.0% | +14.0% | -16.0% | -3.1% |
| 30D | +15.3% | +10.0% | +5.3% | +14.0% |
| 3M | +1.5% | +5.8% | -4.3% | +0.8% |
| 6M | -2.0% | -25.2% | +23.2% | +3.5% |
| YTD | -6.5% | +36.5% | -43.1% | -14.2% |
| 1Y | -11.1% | +45.0% | -56.1% | -18.8% |
| All | -23.2% | +25.7% | -48.9% | -29.6% |
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 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