-23.4%
MOS vs WOLF
+57.5%
-80.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.2% | +1.2% |
| 7D | +9.5% | +9.7% | -0.1% | +9.1% |
| 30D | +10.4% | +12.5% | -2.1% | +9.2% |
| 3M | +12.9% | -57.7% | +70.6% | +17.6% |
| 6M | +1.2% | +37.7% | -36.4% | -4.0% |
| YTD | +9.3% | +62.8% | -53.5% | +2.0% |
| All | -23.4% | +57.5% | -80.9% | -27.9% |
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