+107.1%
MSTR vs WULF
-29.7%
+136.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.6% |
| 7D | +7.7% | +15.6% | -7.9% | +3.2% |
| 30D | +36.3% | +5.7% | +30.6% | +33.7% |
| 3M | +13.4% | -32.3% | +45.7% | +24.1% |
| 6M | -4.5% | +23.7% | -28.2% | -13.9% |
| YTD | -12.7% | +49.1% | -61.8% | -25.9% |
| 1Y | -59.6% | +66.3% | -125.9% | -67.8% |
| 3Y | +272.5% | +851.7% | -579.2% | +36.0% |
| 5Y | +107.1% | -30.9% | +138.1% | -28.0% |
| All | +107.1% | -29.7% | +136.9% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling