+37.0%
SOLS vs MSTZ
-26.6%
+63.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -0.4% |
| 7D | +14.0% | +30.8% | -16.8% | +15.0% |
| 30D | +10.0% | +41.2% | -31.2% | +11.7% |
| 3M | +5.8% | -60.9% | +66.7% | +3.8% |
| 6M | -25.2% | -15.7% | -9.5% | -21.3% |
| YTD | +36.5% | -75.2% | +111.8% | +40.1% |
| 1Y | +45.0% | -59.8% | +104.8% | +56.0% |
| All | +37.0% | -26.6% | +63.6% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling