-61.5%
MSTR vs WOLF
+45.1%
-106.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.8% | -12.4% | -4.2% |
| 7D | -4.0% | +25.3% | -29.2% | -7.7% |
| 30D | -18.6% | -14.7% | -4.0% | -17.2% |
| 3M | +25.6% | -20.5% | +46.1% | +27.9% |
| 6M | -33.1% | -43.9% | +10.9% | -31.2% |
| YTD | -17.3% | +50.0% | -67.4% | -28.3% |
| 1Y | -48.1% | +45.5% | -93.6% | -54.8% |
| All | -61.5% | +45.1% | -106.6% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling