-21.3%
MSTZ vs WOLF
+60.4%
-81.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.9% | +6.3% | +8.7% |
| 7D | -25.4% | +9.8% | -35.1% | -23.5% |
| 30D | -60.9% | -12.1% | -48.7% | -62.1% |
| 3M | -54.2% | -47.9% | -6.3% | -58.8% |
| 6M | -65.0% | +74.3% | -139.3% | -50.2% |
| YTD | -76.5% | +65.9% | -142.4% | -66.3% |
| All | -21.3% | +60.4% | -81.7% | +4.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling