-33.2%
MP vs SOLS
+22.7%
-55.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.1% |
| 7D | +3.0% | +4.5% | -1.5% | +1.5% |
| 30D | +8.3% | +6.0% | +2.3% | +5.8% |
| 3M | -3.8% | -19.7% | +15.9% | +3.0% |
| 6M | -4.9% | -10.4% | +5.5% | -1.9% |
| YTD | +9.6% | +33.3% | -23.7% | -2.8% |
| All | -33.2% | +22.7% | -55.9% | -41.6% |
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 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