-3.5%
MSFU vs WOLF
-3.0%
-0.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.7% | +11.8% | +13.3% |
| 7D | +8.2% | -14.5% | +22.6% | +9.4% |
| 30D | +10.2% | -32.0% | +42.2% | +13.0% |
| 3M | +22.9% | -15.8% | +38.7% | +22.8% |
| 6M | +63.2% | -36.6% | +99.8% | +55.7% |
| YTD | +11.7% | +30.9% | -19.2% | -2.9% |
| 1Y | -3.5% | +4.1% | -7.6% | -13.1% |
| All | -3.5% | -3.0% | -0.5% | -13.1% |
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