-42.3%
MSTR vs WULF
-22.8%
-19.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.6% | +11.7% | +7.7% |
| 7D | -1.8% | -12.8% | +11.0% | +3.0% |
| 30D | -13.3% | -20.9% | +7.6% | -6.0% |
| 3M | +46.0% | -38.0% | +84.0% | +71.6% |
| 6M | -22.4% | -47.5% | +25.1% | -6.7% |
| YTD | -6.2% | +1.8% | -8.0% | -19.7% |
| 1Y | -42.3% | -22.1% | -20.2% | -46.7% |
| All | -42.3% | -22.8% | -19.5% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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