+38.2%
MS vs WOLF
+57.5%
-19.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.4% | -0.1% |
| 7D | +1.4% | +9.7% | -8.3% | +0.7% |
| 30D | -0.3% | +12.5% | -12.8% | -1.4% |
| 3M | +0.3% | -57.7% | +58.0% | +4.3% |
| 6M | +31.3% | +37.7% | -6.4% | +24.5% |
| YTD | +24.7% | +62.8% | -38.2% | +17.2% |
| All | +38.2% | +57.5% | -19.3% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling