+38.1%
MSI vs WOLF
+58.7%
-20.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +1.6% |
| 7D | +7.7% | +21.5% | -13.8% | +8.0% |
| 30D | +19.9% | -1.2% | +21.2% | +20.1% |
| 3M | +14.9% | -8.2% | +23.1% | +15.0% |
| 6M | +37.2% | -45.0% | +82.2% | +37.5% |
| YTD | +40.8% | +59.0% | -18.2% | +40.7% |
| All | +38.1% | +58.7% | -20.6% | +38.6% |
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