-65.8%
MSTR vs WOLF
+37.9%
-103.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.9% | -1.4% |
| 7D | -13.4% | +4.4% | -17.8% | -14.1% |
| 30D | -22.1% | +1.0% | -23.1% | -22.4% |
| 3M | +15.0% | -21.2% | +36.2% | +17.5% |
| 6M | -37.3% | -60.3% | +23.0% | -31.8% |
| YTD | -26.5% | +42.6% | -69.2% | -35.7% |
| 1Y | -46.5% | +36.5% | -83.0% | -53.1% |
| All | -65.8% | +37.9% | -103.7% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling