-47.1%
MSTR vs WOLF
+53.6%
-100.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +0.1% |
| 7D | -14.2% | +21.5% | -35.6% | -17.4% |
| 30D | -19.9% | -1.2% | -18.6% | -20.2% |
| 3M | +27.3% | -8.2% | +35.5% | +26.9% |
| 6M | -37.6% | -45.0% | +7.4% | -35.6% |
| YTD | -19.5% | +59.0% | -78.5% | -34.5% |
| 1Y | -47.1% | +59.1% | -106.2% | -56.8% |
| All | -47.1% | +53.6% | -100.7% | -56.8% |
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