+33.8%
SOLS vs MSTZ
-30.4%
+64.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.2% | -6.9% | +1.5% |
| 7D | +4.5% | -25.4% | +29.9% | +3.9% |
| 30D | +6.0% | -60.9% | +66.9% | +3.0% |
| 3M | -19.7% | -54.2% | +34.5% | -19.8% |
| 6M | -10.4% | -65.0% | +54.6% | -10.1% |
| YTD | +33.3% | -76.5% | +109.8% | +35.0% |
| All | +33.8% | -30.4% | +64.1% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling