-65.1%
MSTZ vs WOLF
-3.0%
-62.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.2% | -9.0% |
| 7D | +0.7% | -14.5% | +15.2% | -3.3% |
| 30D | +16.6% | -32.0% | +48.6% | +7.1% |
| 3M | -74.7% | -15.8% | -58.9% | -74.1% |
| 6M | -43.9% | -36.6% | -7.3% | -40.0% |
| YTD | -84.0% | +30.9% | -114.9% | -74.5% |
| 1Y | -65.1% | +4.1% | -69.2% | -45.7% |
| All | -65.1% | -3.0% | -62.1% | -45.7% |
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