-2.2%
MA vs WULF
+83.4%
-85.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.0% |
| 7D | -2.7% | +7.6% | -10.3% | -2.4% |
| 30D | +1.5% | -8.6% | +10.2% | +1.3% |
| 3M | +20.4% | -37.0% | +57.4% | +18.6% |
| 6M | +11.1% | +7.4% | +3.7% | +10.9% |
| YTD | +2.0% | +43.7% | -41.7% | +2.4% |
| 1Y | -2.2% | +86.1% | -88.3% | -3.8% |
| All | -2.2% | +83.4% | -85.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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