+32.6%
SOLS vs MSTZ
-63.1%
+95.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.6% | +3.0% | -6.9% |
| 7D | -8.8% | +0.7% | -9.5% | -8.7% |
| 30D | -0.6% | +16.6% | -17.2% | +0.1% |
| 3M | -9.0% | -74.7% | +65.6% | -12.4% |
| 6M | -28.7% | -43.9% | +15.2% | -25.6% |
| YTD | +19.2% | -84.0% | +103.2% | +20.8% |
| 1Y | +32.6% | -65.1% | +97.7% | +51.1% |
| All | +32.6% | -63.1% | +95.7% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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