+39.5%
MA vs WULF
+892.2%
-852.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.2% | -9.6% | -1.6% |
| 7D | -1.8% | +21.9% | -23.7% | -2.2% |
| 30D | +1.4% | +4.6% | -3.2% | +1.2% |
| 3M | +17.7% | -30.9% | +48.7% | +18.4% |
| 6M | +9.7% | +29.9% | -20.2% | +8.1% |
| YTD | +0.5% | +55.4% | -54.9% | -2.0% |
| 1Y | -2.1% | +94.1% | -96.2% | -5.8% |
| All | +39.5% | +892.2% | -852.8% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling