+67.6%
MA vs WULF
-35.5%
+103.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | -0.2% |
| 7D | -3.5% | -0.6% | -2.9% | -3.5% |
| 30D | +0.7% | -3.6% | +4.3% | +0.7% |
| 3M | +15.8% | -30.4% | +46.2% | +16.6% |
| 6M | +10.2% | +12.5% | -2.3% | +8.9% |
| YTD | -0.5% | +40.5% | -40.9% | -2.8% |
| 1Y | -1.8% | +53.0% | -54.8% | -4.9% |
| 3Y | +38.7% | +796.7% | -757.9% | +19.6% |
| 5Y | +67.6% | -30.9% | +98.5% | +41.0% |
| All | +67.6% | -35.5% | +103.2% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling