+36.5%
MS vs SOLS
+22.7%
+13.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | +2.5% | +4.5% | -2.1% | +2.0% |
| 30D | 0.0% | +6.0% | -6.0% | -0.7% |
| 3M | +2.4% | -19.7% | +22.1% | +3.3% |
| 6M | +36.4% | -10.4% | +46.8% | +35.8% |
| YTD | +23.8% | +33.3% | -9.4% | +18.8% |
| All | +36.5% | +22.7% | +13.8% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling