+16.3%
MA vs WOLF
+45.1%
-28.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.8% | -9.3% | +0.8% |
| 7D | -0.3% | +25.3% | -25.6% | +0.5% |
| 30D | +11.3% | -14.7% | +26.0% | +11.0% |
| 3M | +16.7% | -20.5% | +37.2% | +16.4% |
| 6M | +32.8% | -43.9% | +76.7% | +31.3% |
| YTD | +15.6% | +50.0% | -34.4% | +14.3% |
| 1Y | +19.6% | +45.5% | -25.9% | +17.9% |
| All | +16.3% | +45.1% | -28.8% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling