+18.9%
MS vs SOLS
+21.0%
-2.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.7% | -6.6% | +2.0% |
| 7D | +0.7% | +8.0% | -7.3% | -0.3% |
| 30D | -0.9% | +3.7% | -4.7% | -1.5% |
| 3M | -13.0% | +4.6% | -17.5% | -13.6% |
| 6M | -2.0% | -18.5% | +16.5% | -1.7% |
| YTD | +7.8% | +31.4% | -23.7% | +3.3% |
| 1Y | +17.9% | +34.5% | -16.6% | +12.5% |
| All | +18.9% | +21.0% | -2.2% | +13.4% |
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