+40.4%
MSTR vs WULF
-56.1%
+96.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.5% |
| 7D | -13.4% | +11.0% | -24.4% | -16.3% |
| 30D | -22.1% | +9.4% | -31.4% | -25.0% |
| 3M | +15.0% | -22.6% | +37.6% | +22.0% |
| 6M | -37.3% | -45.4% | +8.1% | -28.2% |
| YTD | -26.5% | +9.8% | -36.4% | -32.7% |
| 1Y | -46.5% | +8.0% | -54.5% | -51.2% |
| 3Y | +121.1% | +1,149.5% | -1,028.4% | -24.2% |
| All | +40.4% | -56.1% | +96.5% | -49.8% |
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