+1,252.0%
MSTR vs WULF
+310.3%
+941.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +12.2% | +7.6% | +4.6% | +11.2% |
| 30D | +45.2% | -8.6% | +53.8% | +47.0% |
| 3M | +10.4% | -37.0% | +47.3% | +16.8% |
| 6M | -2.5% | +7.4% | -9.9% | -4.7% |
| YTD | -6.0% | +43.7% | -49.7% | -11.7% |
| 1Y | -56.4% | +86.1% | -142.5% | -60.9% |
| 3Y | +306.3% | +733.8% | -427.6% | +182.6% |
| 5Y | +100.5% | -33.6% | +134.1% | +37.7% |
| 10Y | +741.1% | +76.1% | +665.0% | +471.0% |
| All | +1,252.0% | +310.3% | +941.7% | +851.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling