-92.9%
MSTU vs WOLF
+60.4%
-153.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.9% | -10.5% | -9.1% |
| 7D | +16.1% | +9.8% | +6.4% | +13.2% |
| 30D | +68.7% | -12.1% | +80.8% | +73.0% |
| 3M | -11.0% | -47.9% | +36.9% | +1.1% |
| 6M | -33.4% | +74.3% | -107.7% | -49.5% |
| YTD | -59.5% | +65.9% | -125.4% | -69.0% |
| All | -92.9% | +60.4% | -153.4% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling