-87.2%
MSTU vs WOLF
-3.0%
-84.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.7% | +9.7% |
| 7D | -4.8% | -14.5% | +9.6% | +0.9% |
| 30D | -29.6% | -32.0% | +2.5% | -19.3% |
| 3M | +69.4% | -15.8% | +85.2% | +77.3% |
| 6M | -62.2% | -36.6% | -25.7% | -61.5% |
| YTD | -61.1% | +30.9% | -92.0% | -70.8% |
| 1Y | -87.2% | +4.1% | -91.2% | -90.0% |
| All | -87.2% | -3.0% | -84.1% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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