-53.2%
MP vs SOLS
+25.7%
-79.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +9.5% | +14.0% | -4.5% | +4.0% |
| 30D | -3.0% | +10.0% | -12.9% | -6.7% |
| 3M | -30.4% | +5.8% | -36.2% | -32.2% |
| 6M | -39.2% | -25.2% | -14.0% | -33.5% |
| YTD | -23.3% | +36.5% | -59.8% | -33.0% |
| 1Y | -32.6% | +45.0% | -77.7% | -42.9% |
| All | -53.2% | +25.7% | -79.0% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling