+17.5%
MSI vs WOLF
+45.7%
-28.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +7.4% | +17.0% | -9.6% | +7.6% |
| 30D | +18.7% | -14.3% | +33.0% | +18.8% |
| 3M | +14.5% | -10.5% | +24.9% | +14.4% |
| 6M | +38.1% | -43.7% | +81.8% | +38.3% |
| YTD | +38.7% | +50.7% | -11.9% | +37.0% |
| 1Y | +35.4% | +46.7% | -11.3% | +33.6% |
| All | +17.5% | +45.7% | -28.3% | +16.3% |
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