-11.9%
MTZ vs SOLS
+23.7%
-35.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -5.1% |
| 7D | -8.7% | +5.3% | -14.0% | -10.2% |
| 30D | -15.0% | +6.0% | -20.9% | -16.7% |
| 3M | -32.6% | +7.9% | -40.5% | -34.3% |
| 6M | -56.3% | -16.7% | -39.6% | -54.6% |
| YTD | -16.8% | +34.3% | -51.1% | -24.8% |
| 1Y | -10.0% | +38.2% | -48.3% | -19.6% |
| All | -11.9% | +23.7% | -35.5% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling