-55.7%
MP vs SOLS
+27.7%
-83.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | -0.5% |
| 7D | +2.3% | +16.4% | -14.1% | -3.5% |
| 30D | -15.3% | +10.6% | -25.9% | -18.7% |
| 3M | -33.5% | +10.0% | -43.5% | -36.3% |
| 6M | -45.5% | -21.2% | -24.3% | -41.6% |
| YTD | -27.3% | +38.7% | -66.0% | -36.8% |
| 1Y | -40.7% | +46.1% | -86.8% | -49.9% |
| All | -55.7% | +27.7% | -83.4% | -62.0% |
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