-87.2%
MSTU vs SOLS
+37.2%
-124.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.5% | +16.9% | +12.3% |
| 7D | -4.8% | -8.8% | +3.9% | -2.2% |
| 30D | -29.6% | -0.6% | -28.9% | -28.8% |
| 3M | +69.4% | -9.0% | +78.4% | +75.2% |
| 6M | -62.2% | -28.7% | -33.6% | -58.6% |
| YTD | -61.1% | +19.2% | -80.2% | -69.4% |
| 1Y | -87.2% | +32.6% | -119.8% | -90.6% |
| All | -87.2% | +37.2% | -124.4% | -90.6% |
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