-61.2%
MSTZ vs WOLF
+18.5%
-79.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +16.8% | -16.1% | +6.8% |
| 7D | -1.2% | +8.2% | -9.5% | +2.9% |
| 30D | +22.2% | -24.2% | +46.3% | +17.3% |
| 3M | -70.4% | -13.8% | -56.6% | -69.1% |
| 6M | -31.0% | -44.8% | +13.8% | -29.9% |
| YTD | -81.0% | +36.6% | -117.7% | -69.0% |
| 1Y | -61.2% | +27.6% | -88.7% | -37.6% |
| All | -61.2% | +18.5% | -79.6% | -37.6% |
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