-59.8%
MSTR vs WULF
+60.2%
-120.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.6% |
| 7D | -8.3% | +1.4% | -9.7% | -9.0% |
| 30D | +38.1% | -2.6% | +40.7% | +38.6% |
| 3M | +9.0% | -34.0% | +43.0% | +22.9% |
| 6M | -5.3% | +10.0% | -15.3% | -14.7% |
| YTD | -13.8% | +45.7% | -59.5% | -30.4% |
| 1Y | -59.8% | +57.3% | -117.2% | -67.0% |
| All | -59.8% | +60.2% | -120.0% | -67.0% |
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