+88.5%
MA vs WULF
-56.1%
+144.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.4% |
| 7D | +1.3% | +11.0% | -9.7% | +1.0% |
| 30D | +9.6% | +9.4% | +0.2% | +9.1% |
| 3M | +16.8% | -22.6% | +39.4% | +17.2% |
| 6M | +35.2% | -45.4% | +80.6% | +36.5% |
| YTD | +16.6% | +9.8% | +6.7% | +14.2% |
| 1Y | +19.8% | +8.0% | +11.7% | +17.2% |
| 3Y | +70.7% | +1,149.5% | -1,078.8% | +44.6% |
| All | +88.5% | -56.1% | +144.6% | +62.4% |
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