+27.6%
SOLS vs MSTZ
-21.8%
+49.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.6% | -9.3% | -2.5% |
| 7D | +0.3% | +24.8% | -24.5% | +1.0% |
| 30D | +0.9% | -59.2% | +60.1% | -2.0% |
| 3M | -20.7% | -56.9% | +36.2% | -21.3% |
| 6M | -17.7% | -57.6% | +39.9% | -16.9% |
| YTD | +27.1% | -73.6% | +100.7% | +29.2% |
| All | +27.6% | -21.8% | +49.4% | +51.2% |
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