+25.4%
MAS vs WOLF
+45.1%
-19.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.8% | -5.3% | +4.1% |
| 7D | +3.3% | +25.3% | -22.0% | +2.2% |
| 30D | +25.5% | -14.7% | +40.1% | +26.1% |
| 3M | +11.8% | -20.5% | +32.3% | +12.4% |
| 6M | +21.3% | -43.9% | +65.3% | +21.9% |
| YTD | +37.7% | +50.0% | -12.3% | +28.7% |
| 1Y | +41.0% | +45.5% | -4.5% | +31.4% |
| All | +25.4% | +45.1% | -19.7% | +17.0% |
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