-93.3%
MSTU vs WOLF
+51.6%
-144.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -4.0% |
| 7D | +12.9% | +2.4% | +10.5% | +12.1% |
| 30D | +68.3% | -6.9% | +75.2% | +69.9% |
| 3M | +0.4% | -44.1% | +44.4% | +11.1% |
| 6M | -41.5% | +53.6% | -95.1% | -54.4% |
| YTD | -61.7% | +56.7% | -118.4% | -70.3% |
| All | -93.3% | +51.6% | -144.9% | -94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling