+15.3%
MS vs SOLS
+10.3%
+5.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.1% |
| 7D | -1.6% | -4.2% | +2.7% | -1.2% |
| 30D | -3.8% | -3.9% | +0.1% | -3.4% |
| 3M | -14.6% | -6.6% | -8.0% | -14.1% |
| 6M | -5.1% | -29.1% | +24.1% | -3.3% |
| YTD | +4.5% | +19.8% | -15.3% | +1.3% |
| 1Y | +13.5% | +29.2% | -15.7% | +9.1% |
| All | +15.3% | +10.3% | +5.0% | +11.2% |
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