+5.7%
MAS vs WOLF
+57.5%
-51.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | +1.5% |
| 7D | -0.8% | +9.7% | -10.4% | -1.2% |
| 30D | -5.6% | +12.5% | -18.1% | -6.3% |
| 3M | +4.4% | -57.7% | +62.2% | +7.7% |
| 6M | +7.2% | +37.7% | -30.5% | +1.0% |
| YTD | +16.1% | +62.8% | -46.7% | +8.6% |
| All | +5.7% | +57.5% | -51.8% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling