+27.5%
SOLS vs MTB
+35.8%
-8.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | -3.5% | 0.0% | -3.4% | -3.5% |
| 30D | -1.0% | -4.8% | +3.8% | +0.8% |
| 3M | -24.1% | +6.0% | -30.0% | -26.5% |
| 6M | -18.0% | +19.6% | -37.6% | -25.6% |
| YTD | +27.1% | +21.5% | +5.6% | +8.1% |
| All | +27.5% | +35.8% | -8.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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