-95.9%
MSTU vs WOLF
+37.9%
-133.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.3% | +1.3% | -3.0% |
| 7D | -25.8% | +4.4% | -30.2% | -26.9% |
| 30D | -43.9% | +1.0% | -44.9% | -43.6% |
| 3M | +2.9% | -21.2% | +24.1% | +9.5% |
| 6M | -75.5% | -60.3% | -15.2% | -70.2% |
| YTD | -76.7% | +42.6% | -119.3% | -81.3% |
| 1Y | -88.9% | +36.5% | -125.5% | -91.1% |
| All | -95.9% | +37.9% | -133.9% | -96.4% |
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