+22.5%
MA vs WOLF
-3.0%
+25.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.3% | +4.0% |
| 7D | +10.2% | -14.5% | +24.7% | +9.7% |
| 30D | +19.3% | -32.0% | +51.4% | +18.0% |
| 3M | +18.0% | -15.8% | +33.7% | +17.8% |
| 6M | +33.7% | -36.6% | +70.3% | +31.2% |
| YTD | +18.6% | +30.9% | -12.3% | +14.6% |
| 1Y | +22.5% | +4.1% | +18.4% | +17.5% |
| All | +22.5% | -3.0% | +25.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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